Convergence of Electricity Wholesale Prices in Europe?: A Kalman Filter Approach
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- Bruno Bosco & Lucia Parisio & Matteo Pelagatti & Fabio Baldi, 2007.
"A robust multivariate long run analysis of European electricity prices,"
20070901, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica.
- Matteo Pelagatti & Bruno Bosco & Lucia Parisio & Fabio Baldi, 2007. "A Robust Multivariate Long Run Analysis of European Electricity Prices," Working Papers 2007.103, Fondazione Eni Enrico Mattei.
- Finon, Dominique & Romano, Elliot, 2009. "Electricity market integration: Redistribution effect versus resource reallocation," Energy Policy, Elsevier, vol. 37(8), pages 2977-2985, August.
- Renou-Maissant, Patricia, 2012. "Toward the integration of European natural gas markets:A time-varying approach," Energy Policy, Elsevier, vol. 51(C), pages 779-790.
- Capitán Herráiz, Álvaro & Rodríguez Monroy, Carlos, 2009. "Analysis of the efficiency of the Iberian power futures market," Energy Policy, Elsevier, vol. 37(9), pages 3566-3579, September.
- Bruno Bosco & Lucia Parisio & Matteo Pelagatti & Fabio Baldi, 2006. "Deregulated Wholesale Electricity Prices in Europe," Working Papers 20061001, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica.
- Derek Bunn & Georg Zachmann, 2010. "Inefficient arbitrage in inter-regional electricity transmission," Journal of Regulatory Economics, Springer, vol. 37(3), pages 243-265, June.
More about this item
KeywordsElectricity prices; European integration; Time series analysis;
- L94 - Industrial Organization - - Industry Studies: Transportation and Utilities - - - Electric Utilities
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
- G1 - Financial Economics - - General Financial Markets
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2005-09-29 (All new papers)
- NEP-EEC-2005-09-29 (European Economics)
- NEP-ENE-2005-09-29 (Energy Economics)
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