Market Structure and the Stability and Volatility of Electricity Prices
Year of publication: |
2008-11-06
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Authors: | Bask, Mikael ; Widerberg, Anna |
Institutions: | Nationalekonomiska institutionen, Handelshögskolan |
Subject: | Electricity Prices | GARCH Models | Lyapunov Exponents | Market Structure | Reconstructed Dynamics | Stability | Volatility |
Extent: | text/html |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Working Papers in Economics Number 327 40 pages |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models ; D43 - Oligopoly and Other Forms of Market Imperfection |
Source: |
-
The Stability and Volatility of Electricity Prices: An Illustration of (lambda, sigma-2) Analysis
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