Data ; Realized Volatility ; Price Jump ; Trading Activity ; Urgent Market Message …We elaborate economic explanations for the time-varying risk of month, quarter and year base load electricity forward … decomposing realized volatility in its continuous and discontinuous jump component. First, we analyze the relation between …

The electricity price is the sensitive signal of the supply-demand balance and some other market incidents. The … series. The paper demonstrates the data-driven method to mine information and achieve the analysis of electricity market. … analysis of the price data can provide plenty of the market information. It is helpful for the participants to understand the …