This study investigates the volatility connectedness between the Irish and Great Britain electricity markets and how it … this volatility connectedness including static (unconditional) vs dynamic (conditional), symmetric vs asymmetric … characteristics between 2009 and 2018. We find that volatility connectedness is time varying and is significantly affected by …

This study investigates the volatility connectedness between the Irish and Great Britain electricity markets and how it … this volatility connectedness including static (unconditional) vs dynamic (conditional), symmetric vs asymmetric … characteristics between 2009 and 2018. We find that volatility connectedness is time varying and is significantly affected by …

Restricted participation in sequential markets may cause high price volatility and welfare losses. In this paper we … therefore analyze the drivers of restricted participation in the German intraday auctin which is a short-term electricity market … with quarter-hourly products. Applying a fundamental electricity market model with 15-minute temporal resolution, we …