Determinants of price fluctuations in the electricity market : a study with PCA and NARDL models
Year of publication: |
2019
|
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Authors: | Li, Kun ; Cursio, Joseph D. ; Sun, Yunchuan ; Zhu, Zizheng |
Published in: |
Economic research. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1331-677X, ZDB-ID 2171828-3. - Vol. 32.2019, 1,3, p. 2404-2421
|
Subject: | Price fluctuation | principal component analysis | NARDL | electricity market | spike price | negative price | Strompreis | Electricity price | Elektrizitätswirtschaft | Electric power industry | Preismanagement | Pricing strategy | Volatilität | Volatility | Theorie | Theory |
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