Electricity futures prices: time varying sensitivity to fundamentals
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More about this item
KeywordsElectricity futures prices; prices of fossil fuels; time-varying coefficients; statespace model;
- Q41 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Demand and Supply; Prices
- Q48 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Government Policy
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2014-07-27 (All new papers)
- NEP-ALL-2014-07-28 (All new papers)
- NEP-ENE-2014-07-28 (Energy Economics)
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