Assessing the relationship between electricity and natural gas prices in European markets in times of distress
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DOI: 10.1016/j.enpol.2022.113018
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- Jorge M. Uribe & Stephania Mosquera-López & Oscar J. Arenas, 2021. ""Assessing the relationship between electricity and natural gas prices in European markets in times of distress"," IREA Working Papers 202117, University of Barcelona, Research Institute of Applied Economics, revised Nov 2021.
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Cited by:
- Andr s Oviedo-G mez & Sandra Milena Londo o-Hern ndez & Diego Fernando Manotas-Duque, 2023. "Directional Spillover of Fossil Fuels Prices on a Hydrothermal Power Generation Market," International Journal of Energy Economics and Policy, Econjournals, vol. 13(1), pages 85-90, January.
- Davi-Arderius, Daniel & Jamasb, Tooraj & Rosellon, Juan, 2024. "Renewable Integration and Power System Operation: The Role of Market Conditions," Working Papers 3-2024, Copenhagen Business School, Department of Economics.
- Naeem, Muhammad Abubakr & Arfaoui, Nadia, 2023. "Exploring downside risk dependence across energy markets: Electricity, conventional energy, carbon, and clean energy during episodes of market crises," Energy Economics, Elsevier, vol. 127(PB).
- Ganepola, Chanaka N. & Shubita, Moade & Lee, Lillian, 2023. "The electric shock: Causes and consequences of electricity prices in the United Kingdom," Energy Economics, Elsevier, vol. 126(C).
- Chuliá, Helena & Klein, Tony & Muñoz Mendoza, Jorge A. & Uribe, Jorge M., 2024. "Vulnerability of European electricity markets: A quantile connectedness approach," Energy Policy, Elsevier, vol. 184(C).
- Francesco Ravazzolo & Luca Rossini, 2023.
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- Ravazzolo, Francesco & Rossini, Luca, 2023. "Is the Price Cap for Gas Useful? Evidence from European Countries," FEEM Working Papers 338790, Fondazione Eni Enrico Mattei (FEEM).
- Sikorska-Pastuszka, Magdalena & Papież, Monika, 2023. "Dynamic volatility connectedness in the European electricity market," Energy Economics, Elsevier, vol. 127(PA).
- Sima, Catalina Alexandra & Roscia, Mariacristina & Dancu, Vasile Sebastian, 2022. "Social behavior analysis for improving the positive energy transition," Renewable Energy, Elsevier, vol. 196(C), pages 1325-1344.
- Mihaela Curea & Marilena Mironiuc & Maria Carmen Huian, 2022. "Intangibles, Firm Performance, and CEO Characteristics: Spotlight on the EU Electricity and Gas Industry," Sustainability, MDPI, vol. 14(15), pages 1-17, July.
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More about this item
Keywords
Energy crises; Energy shortages; Power–gas integration; Energy security; Natural gas disruption; Tail risks; Market design;All these keywords.
JEL classification:
- Q40 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - General
- L94 - Industrial Organization - - Industry Studies: Transportation and Utilities - - - Electric Utilities
- L95 - Industrial Organization - - Industry Studies: Transportation and Utilities - - - Gas Utilities; Pipelines; Water Utilities
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
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