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.
- Bask, Mikael & Widerberg, Anna, 2009.
"Market structure and the stability and volatility of electricity prices,"
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- Vesterberg, Mattias, 2017. "Power to the people: Electricity demand and household behavior," Umeå Economic Studies 942, Umeå University, Department of Economics.
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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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