Hadsell, Lester; Marathe, Achla; Shawky, Hany A. - In: The Energy Journal Volume 25 (2004) Number 4, pp. 23-40
This paper examines the volatility of wholesale electricity prices for five US markets. Using data covering the period from May 1996 to September 2001, for the California-Oregon Border, Palo Verde, Cinergy, Entergy, and Pennsylvania-New Jersey-Maryland markets, we examine the volatility of...
