Heterogeneous price dynamics in U.S. regional electricity markets
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Fan, Qingju, 2016. "Asymmetric multiscale detrended fluctuation analysis of California electricity spot price," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 442(C), pages 252-260.
- Erdogdu, Erkan, 2016.
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- Erdogdu, Erkan, 2015. "Asymmetric volatility in European day-ahead power markets: A comparative microeconomic analysis," MPRA Paper 70986, University Library of Munich, Germany, revised 09 Dec 2015.
- Bigerna, Simona & Bollino, Carlo Andrea & Ciferri, Davide & Polinori, Paolo, 2017. "Renewables diffusion and contagion effect in Italian regional electricity markets: Assessment and policy implications," Renewable and Sustainable Energy Reviews, Elsevier, vol. 68(P1), pages 199-211.
More about this item
KeywordsU.S. electricity markets; Deregulation; Electricity prices; Regime switching models; Volatility; Mean-reversion mechanism;
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- Q4 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy
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