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Price and volatility dynamics between electricity and fuel costs : some evidence for Spain

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Market efficiency and lead-lag relationships between spot, futures and forward prices : the case of the Iberian Electricity Market (MIBEL)

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Congestion management rules and trading strategies in the Spanish electricity market

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Market efficiency and price discovery relationships between spot, futures and forward prices : the case of the Iberian Electricity Market (MIBEL)

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Electricity and natural gas prices sharing the long-term trend : some evidence from the Spanish market

Furió, Dolores; Población, Javier - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 5, pp. 173-180

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Price and Volatility Dynamics Between Electricity and Fuel Costs : Some Evidence for Spain

Furió, Dolores; Chuliá, Helena - 2012

The purpose of this study is to investigate the causal linkages between the Spanish electricity, Brent crude oil and Zeebrugge (Belgium) natural gas 1-month-ahead forward prices. Following Lütkepohl et al. (2004), we control for the presence of a structural change in the series and then we use...

Persistent link: https://www.econbiz.de/10014202469