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 …

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 …

consider demand response programs as a tool to increase the affordability of electricity services for residential consumers. It …

This study applies financial portfolio theory to determine efficient electricity-generating technology portfolios for … decrease of power generation cost (with external costs included), their volatility, by its standard deviation. The 2003 … (MER) electricity portfolio for the United States contains more Coal, Nuclear, and Wind than actual but markedly less Gas …

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 …

Electricity is a key area in climate mitigation. The sector needs to significantly expand while transitioning to … renewable production, all in an extremely short timeframe. This paper focuses on ownership and control in the electricity sector … possible futures of electricity sectors. A short discussion of the recent history of the German electricity sector …