Volatility-price relationships in power exchanges: A demand-supply analysis
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- Sandro Sapio & Agnieszka Wylomanska, 2008. "The impact of forward trading on the spot power price volatility with Cournot competition," HSC Research Reports HSC/08/02, Hugo Steinhaus Center, Wroclaw University of Technology.
More about this item
KeywordsElectricity; Market; Volatility; Supply Curve; Demand Curve; Fundamentals; Shocks;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-05-10 (All new papers)
- NEP-COM-2008-05-10 (Industrial Competition)
- NEP-FMK-2008-05-10 (Financial Markets)
- NEP-MIC-2008-05-10 (Microeconomics)
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