Lundgren, Jens; Hellström, Jörgen; Rudholm, Niklas - Handelns Utredningsinstitut (HUI Research) - 2008
the conditional mean electricity price, its volatility, the price jump-intensity and the price jump size. Empirically the … joined, mainly due to an increase in jump size, and decreased when Denmark also joined Nord Pool. However, the price jump-intensity …