In the last few years we have observed deregulation in electricity markets and an increasing interest of price dynamics has been developed especially to consider all stylized facts shown by spot prices. Only few papers have considered the Italian Electricity Spot market since it has been...

By using time series of hourly spot prices and volumes of four European electricity markets, we show that the total traded volume has negligible impact in determining the volatility of electricity prices when spikes are excluded. This result is robust to the different econometric techniques...

The massive introduction of RES in electricity markets has influenced the long-run dynamics of electricity prices and their interactions with conventional thermal production sources. Taking into account the Northern Italian zone characterized by a high solar PV and hydro penetration, we...