Multinational Electricity Market Integration and Electricity Price Dynamics
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Ochoa, Camila & Dyner, Isaac & Franco, Carlos J., 2013. "Simulating power integration in Latin America to assess challenges, opportunities, and threats," Energy Policy, Elsevier, vol. 61(C), pages 267-273.
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- Hellström, Jörgen & Lundgren, Jens & Yu, Haishan, 2012. "Why do electricity prices jump? Empirical evidence from the Nordic electricity market," Energy Economics, Elsevier, vol. 34(6), pages 1774-1781.
- Vesterberg, Mattias, 2017. "Power to the people: Electricity demand and household behavior," Umeå Economic Studies 942, Umeå University, Department of Economics.
More about this item
KeywordsElectricity price; market integration; jump risk; EGARCH; Exponential Autoregressive conditional Jump Intensity;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- L10 - Industrial Organization - - Market Structure, Firm Strategy, and Market Performance - - - General
- L69 - Industrial Organization - - Industry Studies: Manufacturing - - - Other
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