technology fundamentals. Negative volatility-price dependence arises if the market dynamics is accounted for by common shocks …. Identification is however ruled out if all shocks affect valuations uniformly. -- Electricity ; Market ; Volatility ; Supply Curve … dynamics in both sides of the market - demand and supply, which in turn respond to shocks to the underlying preference and …

the underlying shocks from the NordPool market, for each of the 24 hours, through a very flexible and general family of … volatility, which is in turn a new result in the electricity markets literature. Second, in line with recent studies, we uncover …. Interestingly, the shocks behind electricity price dynamics are approximately Laplace if one conditions on low price levels, and …

the underlying shocks from the NordPool market, for each of the 24 hours, through a very flexible and general family of … volatility, which is in turn a new result in the electricity markets literature. Second, in line with recent studies, we uncover …. Interestingly, the shocks behind electricity price dynamics are approximately Laplace if one conditions on low price levels, and …

electricity day-ahead markets (NordPool, APX, Powernext). The growth of prices is more strongly autocorrelated than the growth of …

electricity day-ahead markets (NordPool, APX, Powernext). The growth of prices is more strongly autocorrelated than the growth of … expected demand growth. -- Electricity Markets ; Supply Curve ; Subbotin Distribution ; Fat Tails ; Scaling ; Demand Effect …

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 … for price volatility and find that full market coupling may trigger quarter-hourly price valatility to decrease by a …

This study investigates the volatility connectedness between the Irish and Great Britain electricity markets and how it … appropriate carbon price in interconnected wholesale electricity markets will improve market integration. … this volatility connectedness including static (unconditional) vs dynamic (conditional), symmetric vs asymmetric …

technology fundamentals. Negative volatility-price dependence arises if the market dynamics is accounted for by common shocks … dynamics in both sides of the market - demand and supply, which in turn respond to shocks to the underlying preference and … under certain conditions, these volatility-price patterns can be used to identify the exercise of market power …

opening of the electricity markets. Contracts were seen to foreclose the market hence the Commission comprehensively unwound … pre-existing long-term contracts and formulated strict criteria for new long-term contracts. As a result, market … reflected in policy discussions. For example, most analysis of capacity mechanisms contrast the energy only spot market (day …

-discriminatory access to data and a coherent and consistent view of the European wholesale electricity market, it does not seem advisable to … go quite so far with respect to immediacy and detail as intended by the new regulations. -- electricity ; market …The European Commission is introducing new regulations on submission and publication of data in electricity markets …