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  • Search: subject:"Reconstructed Dynamics"
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Year of publication
Subject
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Electricity Prices 1 GARCH Models 1 Lyapunov Exponents 1 Market Structure 1 Reconstructed Dynamics 1 Stability 1 Volatility 1
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Online availability
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Free 1
Type of publication
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Book / Working Paper 1
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Undetermined 1
Author
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Bask, Mikael 1 Widerberg, Anna 1
Institution
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Nationalekonomiska institutionen, Handelshögskolan 1
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Working Papers in Economics 1
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RePEc 1
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Market Structure and the Stability and Volatility of Electricity Prices
Bask, Mikael; Widerberg, Anna - Nationalekonomiska institutionen, Handelshögskolan - 2008
By using a novel approach in this paper,(lambda,sigma²)-analysis, we have found that electricity prices most of the time have increased in stability and decreased in volatility when the Nordic power market has expanded and the degree of competition has increased. That electricity prices at Nord...
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