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Long-run relations in european electricity prices

Citations

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Cited by:

  1. Florian Ziel & Rick Steinert & Sven Husmann, 2015. "Forecasting day ahead electricity spot prices: The impact of the EXAA to other European electricity markets," Papers 1501.00818, arXiv.org, revised Dec 2015.
  2. repec:aen:journl:ej36-4-fell is not listed on IDEAS
  3. Bigerna, Simona, 2018. "Estimating temperature effects on the Italian electricity market," Energy Policy, Elsevier, vol. 118(C), pages 257-269.
  4. Lisi, Francesco & Pelagatti, Matteo M., 2018. "Component estimation for electricity market data: Deterministic or stochastic?," Energy Economics, Elsevier, vol. 74(C), pages 13-37.
  5. Davide Ciferri & Maria Chiara D’Errico & Paolo Polinori, 2020. "Integration and convergence in European electricity markets," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 37(2), pages 463-492, July.
  6. María Del Carmen Ruiz-Abellón & Antonio Gabaldón & Antonio Guillamón, 2016. "Dependency-Aware Clustering of Time Series and Its Application on Energy Markets," Energies, MDPI, vol. 9(10), pages 1-22, October.
  7. repec:aen:journl:ej37-1-bosco is not listed on IDEAS
  8. Pelagatti, Matteo M. & Sen, Pranab K., 2013. "Rank tests for short memory stationarity," Journal of Econometrics, Elsevier, vol. 172(1), pages 90-105.
  9. Christos Bentsos & Demetris Koursaros & Kyriaki G. Louka & Konstantinos D. Melas & Nektarios A. Michail, 2023. "Liquefied Natural Gas Prices and Their Relationship with a Country’s Energy Mix: A Case Study for Greece," Energies, MDPI, vol. 16(22), pages 1-16, November.
  10. Lips, Johannes, 2016. "Do they still matter? – Impact of Fossil Fuels on Electricity Prices in the Light of Increased Renewable Generation," VfS Annual Conference 2016 (Augsburg): Demographic Change 145601, Verein für Socialpolitik / German Economic Association.
  11. de Menezes, Lilian M. & Houllier, Melanie A. & Tamvakis, Michael, 2016. "Time-varying convergence in European electricity spot markets and their association with carbon and fuel prices," Energy Policy, Elsevier, vol. 88(C), pages 613-627.
  12. Moon, Jongwoo & Jung, Tae Yong, 2020. "A critical review of Korea's long-term contract for renewable energy auctions: The relationship between the import price of liquefied natural gas and system marginal price," Utilities Policy, Elsevier, vol. 67(C).
  13. Torben Koch & Tiziano Vargiolu, 2019. "Optimal Installation of Solar Panels with Price Impact: a Solvable Singular Stochastic Control Problem," Papers 1911.04223, arXiv.org.
  14. Blazsek, Szabolcs & Escribano, Álvaro & Licht, Adrian, 2019. "Co-integration and common trends analysis with score-driven models : an application to the federal funds effective rate and US inflation rate," UC3M Working papers. Economics 28451, Universidad Carlos III de Madrid. Departamento de Economía.
  15. Hellwig, Michael & Schober, Dominik & Woll, Oliver, 2020. "Measuring market integration and estimating policy impacts on the Swiss electricity market," Energy Economics, Elsevier, vol. 86(C).
  16. Alexopoulos, Thomas A., 2017. "The growing importance of natural gas as a predictor for retail electricity prices in US," Energy, Elsevier, vol. 137(C), pages 219-233.
  17. Victor F. Moutinho & António C. Moreira & João Paulo C. Bento, 2018. "Strategic decisions on bilateral bidding behavior: evidence from a wholesale electricity market," Empirical Economics, Springer, vol. 54(3), pages 1353-1387, May.
  18. Nuno Carvalho Figueiredo & Patrícia Pereira da Silva & Pedro Cerqueira, 2014. "The Renewables Influence on Market Splitting: the Iberian Spot Electricity Market," GEMF Working Papers 2014-14, GEMF, Faculty of Economics, University of Coimbra.
  19. Bruno Bosco & Lucia Parisio & Matteo Pelagatti, 2010. "Estimating Marginal Costs and Market Power in the Italian Electricity Auctions," Working Papers 20100201, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica.
  20. Vassilis Stavrakas & Nikos Kleanthis & Alexandros Flamos, 2020. "An Ex-Post Assessment of RES-E Support in Greece by Investigating the Monetary Flows and the Causal Relationships in the Electricity Market," Energies, MDPI, vol. 13(17), pages 1-29, September.
  21. de Menezes, Lilian M. & Houllier, Melanie A., 2015. "Germany's nuclear power plant closures and the integration of electricity markets in Europe," Energy Policy, Elsevier, vol. 85(C), pages 357-368.
  22. Luc Bauwens & Christian M. Hafner & Diane Pierret, 2013. "Multivariate Volatility Modeling Of Electricity Futures," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(5), pages 743-761, August.
  23. Qiang Chen & Anush Balian & Mykola Kyzym & Tetiana Salashenko & Inna Gryshova & Viktoriia Khaustova, 2021. "Electricity Markets Instability: Causes of Price Dispersion," Sustainability, MDPI, vol. 13(22), pages 1-19, November.
  24. Matteo Gardini & Edoardo Santilli, 2023. "A Heath-Jarrow-Morton framework for energy markets: a pragmatic approach," Papers 2305.01485, arXiv.org, revised Nov 2023.
  25. Furió, Dolores & Chuliá, Helena, 2012. "Price and volatility dynamics between electricity and fuel costs: Some evidence for Spain," Energy Economics, Elsevier, vol. 34(6), pages 2058-2065.
  26. Aatola, Piia & Ollikainen, Markku & Toppinen, Anne, 2013. "Impact of the carbon price on the integrating European electricity market," Energy Policy, Elsevier, vol. 61(C), pages 1236-1251.
  27. Bosco, Bruno & Parisio, Lucia & Pelagatti, Matteo, 2012. "Strategic bidding in vertically integrated power markets with an application to the Italian electricity auctions," Energy Economics, Elsevier, vol. 34(6), pages 2046-2057.
  28. Fontini, Fulvio & Vargiolu, Tiziano & Zormpas, Dimitrios, 2021. "Investing in electricity production under a reliability options scheme," Journal of Economic Dynamics and Control, Elsevier, vol. 126(C).
  29. Hauzenberger, Niko & Pfarrhofer, Michael & Rossini, Luca, 2025. "Sparse time-varying parameter VECMs with an application to modeling electricity prices," International Journal of Forecasting, Elsevier, vol. 41(1), pages 361-376.
  30. repec:ipg:wpaper:2014-502 is not listed on IDEAS
  31. Bosco, Bruno & Parisio, Lucia & Pelagatti, Matteo, 2013. "Price-capping in partially monopolistic electricity markets with an application to Italy," Energy Policy, Elsevier, vol. 54(C), pages 257-266.
  32. Aatola, Piia, 2013. "Putting a Price on Carbon – Econometric Essays on the European Union Emissions Trading Scheme and its Impacts," Research Reports P62, VATT Institute for Economic Research.
  33. Almendra Awerkin & Tiziano Vargiolu, 2021. "Optimal installation of renewable electricity sources: the case of Italy," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(2), pages 1179-1209, December.
  34. Fausto Cavalli & Ahmad Naimzada & Lucia Parisio, 2021. "Learning in a double-phase cobweb model," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(2), pages 579-611, December.
  35. Ismail Shah & Hasnain Iftikhar & Sajid Ali, 2020. "Modeling and Forecasting Medium-Term Electricity Consumption Using Component Estimation Technique," Forecasting, MDPI, vol. 2(2), pages 1-17, May.
  36. Lisi, Francesco & Nan, Fany, 2014. "Component estimation for electricity prices: Procedures and comparisons," Energy Economics, Elsevier, vol. 44(C), pages 143-159.
  37. Maria Teresa Costa-Campi & Jordi Paniagua & Elisa Trujillo-Baute, 2015. "Are energy market integrations a green light for FDI?," Working Papers 2015/18, Institut d'Economia de Barcelona (IEB).
  38. Figueiredo, Nuno Carvalho & Silva, Patrícia Pereira da & Cerqueira, Pedro A., 2016. "It is windy in Denmark: Does market integration suffer?," Energy, Elsevier, vol. 115(P2), pages 1385-1399.
  39. João Pedro Pereira & Vasco Pesquita & Paulo M. M. Rodrigues & António Rua, 2019. "Market integration and the persistence of electricity prices," Empirical Economics, Springer, vol. 57(5), pages 1495-1514, November.
  40. Gianfreda, Angelica & Maranzano, Paolo & Parisio, Lucia & Pelagatti, Matteo, 2023. "Testing for integration and cointegration when time series are observed with noise," Economic Modelling, Elsevier, vol. 125(C).
  41. Themistoclis Pantos & Stathis Polyzos & Aggelos Armenatzoglou & Ilias Kampouris, 2019. "Volatility Spillovers in Electricity Markets: Evidence from the United States," International Journal of Energy Economics and Policy, Econjournals, vol. 9(4), pages 131-143.
  42. Nuno Carvalho Figueiredo & Patrícia Pereira da Silva & Pedro Cerqueira, 2014. "The Renewables Influence on Market Splitting: the Iberian Spot Electricity Market," GEMF Working Papers 2014-14, GEMF, Faculty of Economics, University of Coimbra.
  43. Rinne, Sonja, 2018. "Radioinactive: Are nuclear power plant outages in France contagious to the German electricity price?," CIW Discussion Papers 3/2018, University of Münster, Center for Interdisciplinary Economics (CIW).
  44. Angelica, Gianfreda & Lucia, Parisio & Matteo, Pelagatti, 2017. "The RES-induced Switching Effect Across Fossil Fuels: An Analysis of the Italian Day-Ahead and Balancing Prices and Their Connected Costs," Working Papers 360, University of Milano-Bicocca, Department of Economics, revised 03 Feb 2017.
  45. Mohammad Althaqafi, 2023. "The Impact of Natural Gas Prices on Electricity Tariffs in the UK," International Journal of Energy Economics and Policy, Econjournals, vol. 13(2), pages 86-91, March.
  46. repec:aen:journl:ej35-4-03 is not listed on IDEAS
  47. Chae, Yeoungjin & Kim, Myunghwan & Yoo, Seung-Hoon, 2012. "Does natural gas fuel price cause system marginal price, vice-versa, or neither? A causality analysis," Energy, Elsevier, vol. 47(1), pages 199-204.
  48. Meng, Anbo & Zhu, Jianbin & Yan, Baiping & Yin, Hao, 2024. "Day-ahead electricity price prediction in multi-price zones based on multi-view fusion spatio-temporal graph neural network," Applied Energy, Elsevier, vol. 369(C).
  49. Dimitrios Zormpas & Giorgia Oggioni, 2024. "Correction to: Evaluating the optimal timing and capacity of investments in flexible combined heat and power generation for energy-intensive industries," Annals of Operations Research, Springer, vol. 332(1), pages 1161-1161, January.
  50. Dolores Furio & Javier Poblacion, 2018. "Electricity and Natural Gas Prices Sharing the Long-term Trend: Some Evidence from the Spanish Market," International Journal of Energy Economics and Policy, Econjournals, vol. 8(5), pages 173-180.
  51. Sikorska-Pastuszka, Magdalena & Papież, Monika, 2023. "Dynamic volatility connectedness in the European electricity market," Energy Economics, Elsevier, vol. 127(PA).
  52. Bruno Bosco & Parisio Lucia & Matteo Pelagatti, 2016. "Price Coordination in Vertically Integrated Electricity Markets: Theory and Empirical Evidence," The Energy Journal, , vol. 37(1), pages 181-194, January.
  53. Walter Cont & Diego Barril & Agustín Carbó, 2021. "Price convergence in the Central American regional electricity market," Asociación Argentina de Economía Política: Working Papers 4455, Asociación Argentina de Economía Política.
  54. Remes, Piia, 2013. "Putting a Price on Carbon – Econometric Essays on the European Union Emissions Trading Scheme and its Impacts," Research Reports 62, VATT Institute for Economic Research.
  55. Melanie Houllier & Lilian M. De Menezes & Michael Tamvakis, 2014. "Time Varying Long Run Dynamics And Convergence In The Uk Energy Market," EcoMod2014 6970, EcoMod.
  56. Lukasz Gatarek & Soeren Johansen, 2017. "The role of cointegration for optimal hedging with heteroscedastic error term," Discussion Papers 17-03, University of Copenhagen. Department of Economics.
  57. Tsai, I-Chun, 2024. "Fossil energy risk exposure of the UK electricity system: The moderating role of electricity generation mix and energy source," Energy Policy, Elsevier, vol. 188(C).
  58. Figueiredo, Nuno Carvalho & Silva, Patrícia Pereira da & Cerqueira, Pedro A., 2015. "Evaluating the market splitting determinants: evidence from the Iberian spot electricity prices," Energy Policy, Elsevier, vol. 85(C), pages 218-234.
  59. Vicente R os & Antonio G mez & Pedro Pascual, 2021. "Raising the Accuracy of Shadow Economy Measurements," Hacienda Pública Española / Review of Public Economics, IEF, vol. 239(4), pages 71-125, November.
  60. Lilian de Menezes & Melanie A. Houllier, 2013. "Modelling Germany´s Energy Transition and its Potential Effect on European Electricity Spot Markets," EcoMod2013 5395, EcoMod.
  61. Ziping Zhao & Daniel P. Palomar, 2017. "Robust Maximum Likelihood Estimation of Sparse Vector Error Correction Model," Papers 1710.05513, arXiv.org.
  62. Bruno Bosco, 2023. "Trade, equilibrium prices and rents in European auctions for emission allowances," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, vol. 25(1), pages 87-113, January.
  63. Matteo Pelagatti & Pranab Sen, 2009. "A robust version of the KPSS test based on ranks," Working Papers 20090701, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica.
  64. Matteo Gardini & Edoardo Santilli, 2025. "A Heath–Jarrow–Morton framework for energy markets: review and applications for practitioners," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 48(1), pages 603-642, June.
  65. Harrison Fell & Beat Hintermann & Herman Vollebergh, 2015. "Carbon Content of Electricity Futures in Phase II of the EU ETS," The Energy Journal, , vol. 36(4), pages 61-84, October.
  66. Gianfreda, Angelica & Parisio, Lucia & Pelagatti, Matteo, 2016. "Revisiting long-run relations in power markets with high RES penetration," Energy Policy, Elsevier, vol. 94(C), pages 432-445.
  67. Jindřich Pokora, 2017. "Hybrid ARIMA and Support Vector Regression in Short-term Electricity Price Forecasting," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 65(2), pages 699-708.
  68. repec:aen:journl:ej37-si2-parisio is not listed on IDEAS
  69. Liebl, Dominik, 2013. "Modeling and Forecasting Electricity Spot Prices: A Functional Data Perspective," MPRA Paper 50881, University Library of Munich, Germany.
  70. Cincinelli, Peter & Pellini, Elisabetta, 2025. "The role of geopolitical and climate risk in driving uncertainty in European electricity markets," Energy Economics, Elsevier, vol. 144(C).
  71. Bruno Bosco, 2020. "Auctioning C02 Emission Allowances in Europe. A Time Series Analysis of Equilibrium Prices," Working Papers 448, University of Milano-Bicocca, Department of Economics.
  72. Grossi, Luigi & Heim, Sven & Waterson, Michael, 2017. "The impact of the German response to the Fukushima earthquake," Energy Economics, Elsevier, vol. 66(C), pages 450-465.
  73. Lucia Parisio & Matteo Pelagatti, 2019. "Market coupling between electricity markets: theory and empirical evidence for the Italian–Slovenian interconnection," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 36(2), pages 527-548, July.
  74. Ziel, Florian & Steinert, Rick & Husmann, Sven, 2015. "Forecasting day ahead electricity spot prices: The impact of the EXAA to other European electricity markets," Energy Economics, Elsevier, vol. 51(C), pages 430-444.
  75. Gökgöz, Fazıl & Yücel, Öykü, 2024. "Merit-order of dispatchable and variable renewable energy sources in Turkey's day-ahead electricity market," Utilities Policy, Elsevier, vol. 88(C).
  76. Stefan Thoenes, 2011. "Understanding the Determinants of Electricity Prices and the Impact of the German Nuclear Moratorium in 2011," EWI Working Papers 2011-6, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI).
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