technology fundamentals. Negative volatility-price dependence arises if the market dynamics is accounted for by common shocks … under certain conditions, these volatility-price patterns can be used to identify the exercise of market power …The evidence of volatility-price dependence observed in previous works (Karakatsani and Bunn 2004; Bottazzi, Sapio and …

In this paper, we study the dynamic interdependencies between high-frequency volatility, liquidity demand as well as … trading costs in an electronic limit order book market. Using data from the Australian Stock Exchange we model 1-min squared …. Liquidity is causal for future volatility but not vice versa. Furthermore, trade sizes are negatively driven by past trading …

In 2020, the Federal Statistical Office for the first time calculated the average prices of electricity and natural gas … sold to final household and non-household customers in order to compile the new statistics on average electricity and … European statistics on natural gas and electricity prices of 2016. The article explains the requirements of the new EU …

Electricity is not storable. As a consequence, electricity demand and supply need to be in balance at any moment in … examine whether futures prices from a market in which power supply is more flexible would lead to futures prices that are more …

. The Nordic countries operate a common wholesale market, Nord Pool. Intermittent power (wind power, solar and small … technologies will counter the swings in intermittent power, and the consequences for the price of electricity as to variability … technologies used for generating electricity in the Nordic area in order to give qualitative conclusions about the interactions …

combustibles for electricity, reliable methods for modelling electricity consumption can contribute to a more rational employment … Italy, France and Greece on hourly data of aggregate electricity consumption. The empirical results obtained with the PC … a much simpler and attractive alternative to modelling electricity consumption since it is extremely easy to compute, it …