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Volatility spillovers in electricity markets : evidence from the United States
Pantos, Themistoclis; Polyzos, Stathis; Armenatzoglou, … - In: International Journal of Energy Economics and Policy : IJEEP 9 (2019) 4, pp. 131-143
Persistent link: https://www.econbiz.de/10012384454
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Asymmetric volatility in European day-ahead power markets : a comparative microeconomic analysis
Erdogdu, Erkan - In: Energy economics 56 (2016), pp. 398-409
Persistent link: https://www.econbiz.de/10011664475
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Stochastic price modeling of high volatility, mean-reverting, spike-prone commodities : the Australian wholesale spot electricity market
Higgs, Helen; Worthington, Andrew Charles - In: Energy economics 30 (2008) 6, pp. 3172-3185
Persistent link: https://www.econbiz.de/10003777088
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Modelling price and volatility inter-relationships in the Australian wholesale spot electricity markets
Higgs, Helen - In: Energy economics 31 (2009) 5, pp. 748-756
Persistent link: https://www.econbiz.de/10003880273
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Australian electricity market and price volatility
Boland, John; Filar, J. A.; Mohammadian, G.; Nazari, A. - 2016
Persistent link: https://www.econbiz.de/10011507105
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Transmission of prices and volatility in the Australian electricity spot markets
Worthington, Andrew Charles; Higgs, Helen - In: Modelling prices in competitive electricity markets, (pp. [217]-229). 2004
Persistent link: https://www.econbiz.de/10003232867
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Modeling Dependence of Price Spikes in Australian Electricity Markets
Aderounmu, Adebayo A. - 2014
, the point estimation is complemented with an hypotheses test. We find significant tail dependence in electricity prices …
Persistent link: https://www.econbiz.de/10013061544
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Modeling risk contagion in the Italian zonal electricity market
Grossi, Luigi; Ahelegbey, Daniel Felix; Fianu, Emmanuel … - 2020
Persistent link: https://www.econbiz.de/10012372990
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Australian evidence on the role of interregional flows, production capacity, and generation mix in wholesale electricity prices and price volatility
Higgs, Helen; Lien, Gudbrand; Worthington, Andrew Charles - In: Economic analysis and policy : EAP ; journal of the … 48 (2015), pp. 172-181
Persistent link: https://www.econbiz.de/10011484007
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Understanding electricity price volatility within and across markets
Goto, Mika (contributor); Karolyi, G. Andrew (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002159989