How does market architecture affect price dynamics ? A time series analysis of the Italian day-ahead electricity prices
Year of publication: |
2009-12-18
|
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Authors: | Petrella, Andrea ; Sapio, Sandro |
Institutions: | Laboratory of Economics and Management (LEM), Scuola Superiore Sant'Anna |
Subject: | electricity prices | Italian power exchange | market architecture | ARMA | EGARCH |
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