, Germany and Italy. Using a multivariate analysis, we study the impact of each electricity price changes in one country on the …. Indeed, there is an interdependence of electricity prices especially between Germany and Italy. -- electricity prices …This paper investigates the short term relationship between the three major European electricity markets: France …

Analysis of market power in electricity markets is relevant for understanding the competitive development of the … transmission congestion, this paper sets forth a new approach to measuring market power in the Italian Power Exchange (IPEX) by … unilateral market power from congestion rent for the main Italian generators during the period of April 2004 to December 2007. In …

In this paper we analyze the time series of daily mean prices generated in the Italian electricity market, which … seasonalities in the electricity prices. We use periodic models with GARCH disturbances and leptokurtic distribution and compare …