Kalantzis, Fotis G.; Milonas, Nikolaos T. - In: Energy Economics 36 (2013) C, pp. 454-463
This paper examines the impact of the introduction of electricity futures on the spot-price volatility of the French (Powernext) and German (EEX) electricity markets, as well as the degree of their price correlation over the period 2002–2011. Our working hypotheses were tested based on a...