The recent price coupling of many European electricity markets has triggered a fundamental change in the interaction of … paper we propose a regime-switching AR-GARCH copula to model pairs of day-ahead electricity prices in coupled European …

This paper is one of the limited studies to investigate rebound effects in sectoral electricity consumption and the … electricity consumption from 9.2 MWh per capita in 2010 to 8.6 MWh per capita in 2015. However, following a significant decline … since 2010, electricity consumption in the main New Zealand sectors is increasing. Energy conservation could play an …

, numerous studies in different countries to estimate and forecast electricity demand in different parts of the economy have been … made. In this paper, using the method ARDL, estimation and forecasting of electricity demand in the services sector of Iran … and a significant positive impact on the demand for electricity in this sector.The price elasticity for services sector is …

This paper analyzes the dynamic behavior of day-ahead spot prices in the German electricity spot market due to positive …

The daily average price of electricity represents the price of electricity to be delivered over the full next day and … serves as a key reference price in the electricity market. It is an aggregate that equals the average of hourly prices for …

unstable structural relations cannot be used directly, it must be adopted for this purpose. The electricity production and …

regime states as well as the possibility of fractional cointegration. The model is motivated by the dynamics of electricity …-congestion means that electricity prices are identical whereas congestion makes prices depart. Hence, the joint price dynamics implies … time, it is an empirical regularity that electricity prices tend to show a high degree of long memory, and thus that prices …

This article analyses the dependence between electricity spot prices and the wind penetration index in the European … electricity production. We find that the wind penetration has an impact on the intensity of the spike occurrences in the … electricity prices, and we formulate a joint model for electricity prices and wind penetration and calibrate it to recent data. We …