A robust multivariate long run analysis of European electricity prices
Year of publication: |
2007-09
|
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Authors: | Bosco, Bruno ; Parisio, Lucia ; Pelagatti, Matteo ; Baldi, Fabio |
Institutions: | Dipartimento di Statistica, Università degli Studi di Milano-Bicocca |
Subject: | European electricity prices | Cointegration | Interdependencies | Equilibrium Correction model | Oil prices | Robustness |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 20070901 29 pages |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; C32 - Time-Series Models ; D44 - Auctions ; L94 - Electric Utilities ; Q40 - Energy. General |
Source: |
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A Robust Multivariate Long Run Analysis of European Electricity Prices
Pelagatti, Matteo, (2007)
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A Robust Multivariate Long Run Analysis of European Electricity Prices
Pelagatti, Matteo, (2007)
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Deregulated Wholesale Electricity Prices in Europe
Bosco, Bruno, (2006)
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Deregulated Wholesale Electricity Prices in Europe
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Estimating Marginal Costs and Market Power in the Italian Electricity Auctions
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