Search Results - subject:"Adjustment market"

Demand response in adjustment markets for electricity

Crampes, Claude; Léautier, Thomas-Olivier - In: Journal of regulatory economics 48 (2015) 2, pp. 169-193

Persistent link: https://www.econbiz.de/10011473883

Wang, Jun; Wu, Yangru - In: Journal of Banking & Finance 35 (2011) 6, pp. 1427-1435

We show that the conventional procedure of risk adjustment by running full-sample time-series Fama-French three-factor regressions is not appropriate for momentum portfolios because the procedure fails to allow for the systematic dynamics of momentum portfolio factor loadings. We propose a...

Persistent link: https://www.econbiz.de/10009023451

On stationarity of energy prices quoted on the Polish Power Exchange and Polish adjustment market in the year 2008

Łochowski, Rafał M. - In: Collegium of Economic Analysis Annals (2010) 22, pp. 223-233

In this paper we analyzed the series of the spot prices quoted on the power exchange (PPX) and adjustment market in … prices (bigger than 20%) on both PPX and adjustment market, which were connected with the regulations concerning changes in … of the energy prices (aggregated on the daily level) on PPX and adjustment market in the year 2008. We used DF (augmented …

Persistent link: https://www.econbiz.de/10011010461