prices which influence the impact of electricity price deregulation. Next, we collect empirical data to estimate the … impact of the electricity price deregulation in the industry level. We first construct two-stage dynamic game models by … parameters in the game models, and simulate the influence of electricity deregulation on the two industries in terms of market …

paper we propose a regime-switching AR-GARCH copula to model pairs of day-ahead electricity prices in coupled European …The recent price coupling of many European electricity markets has triggered a fundamental change in the interaction of … day-ahead prices, challenging additionally the modeling of the joint behavior of prices in interconnected markets. In this …

from policy actions at home and abroad that add to the significant macroeconomic volatility that is already created by … large swings in international oil prices. …