Jbir, Rafik; Charfeddine, Lanouar - In: Asian Economic and Financial Review 2 (2012) 2, pp. 276-281
This paper investigates the short term relationship between the three major European electricity markets: France, Germany and Italy. Using a multivariate analysis, we study the impact of each electricity price changes in one country on the electricity price of the others two countries. Empirical...