Kalantzis, Fotis; Sakellaris, Kostis - Volkswirtschaftliche Fakultät, … - 2012
This empirical study assesses the impact of specific regulatory policy measures, adopted in the Greek wholesale electricity market during the period 2004-2011, on the Day-Ahead Market Price. We consider an ARMA-GARCH model extended to include dummies and other exogenous variables that affect...