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The European Commission is introducing new regulations on submission and publication of data in electricity markets … immediacy. I conclude that to achieve the aims of efficiently functioning wholesale electricity markets, fair and non …-discriminatory access to data and a coherent and consistent view of the European wholesale electricity market, it does not seem advisable to …
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The evidence of volatility-price dependence observed in previous works (Karakatsani and Bunn 2004; Bottazzi, Sapio and Secchi 2005; Simonsen 2005) suggests that there is more to volatility than simply spikes. Volatility is found to be positively correlated with the lagged price level in settings where...
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, however, be observed across countries and sectors. We focus on electricity and gas sectors because energy sectors have usually …
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The literature on deregulated electricity markets generally assumes available capacities to be given. In contrast, this …
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