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2021Mathematics: Vol. 9, Issue 10The Impact of Regulatory Reforms on Demand Weighted Average PricesSherzod N. Tashpulatovhttp://dx.doi.org/10.1016/j.eneco.2009.12.003
2021Energy Economics: Vol. 95Electricity pricing using a periodic GARCH model with conditional skewness and kurtosis componentsFilippos Ioannidis, Kyriaki Kosmidou, Christos Savva, Panayiotis Theodossiouhttp://dx.doi.org/10.1109/EEM.2010.5558687
2021Journal of Commodity Markets: Vol. 22Asymmetric volatility in commodity marketsYu-Fu Chen, Xiaoyi Muhttp://dx.doi.org/10.1109/PMAPS.2014.6960649
2020Energy Economics: Vol. 88Renewable energy regulation and structural breaks: An empirical analysis of Spanish electricity price volatilityAitor Ciarreta, Cristina Pizarro-Irizar, Ainhoa Zarragahttp://dx.doi.org/10.1080/03610918.2021.1949469
2019Economic Research-Ekonomska Istraživanja: Vol. 32, Issue 1Determinants of price fluctuations in the electricity market: a study with PCA and NARDL modelsKun Li, Joseph D. Cursio, Yunchuan Sun, Zizheng Zhuhttp://dx.doi.org/10.1109/EEM.2013.6607299
2019The Energy Journal: Vol. 40, Issue 5Renewable Generation Capacity and Wholesale Electricity Price VarianceErik Paul Johnson, Matthew E. Oliverhttp://dx.doi.org/10.1016/j.tej.2008.04.003
2019Applied Energy: Vol. 235The significance of calendar effects in the electricity marketKun Li, Joseph D. Cursio, Mengfei Jiang, Xi Lianghttp://dx.doi.org/10.1007/978-3-642-55382-0_9
2018Sustainability: Vol. 10, Issue 11Principal Component Analysis of Price Fluctuation in the Smart Grid Electricity MarketKun Li, Joseph Cursio, Yunchuan Sunhttp://dx.doi.org/10.1080/1331677X.2019.1645712
2018M U Iktisadi ve Idari Bilimler DergisiMODELLING PRICE DYNAMICS IN TURKISH ELECTRICITY MARKET: LESSONS FROM GARCH ESTIMATESTalat Ulussever, Mehmet Ali Soytaş, Hasan Murat Ertuğrulhttp://dx.doi.org/10.1111/j.1468-0300.2009.00220.x
2018Energy Economics: Vol. 74Modeling the volatility of realized volatility to improve volatility forecasts in electricity marketsHui Qu, Qingling Duan, Mengyi Niuhttp://dx.doi.org/10.2139/ssrn.1290909
2017Energy Sources, Part B: Economics, Planning, and Policy: Vol. 12, Issue 3The impact of generation mix on Australian wholesale electricity pricesA. C. Worthington, H. Higgshttp://dx.doi.org/10.1016/j.eneco.2012.07.003
2016Energy Strategy Reviews: Vol. 11-12Spot electricity price forecasting in Indian electricity market using autoregressive-GARCH modelsG.P. Girishhttp://dx.doi.org/10.1016/j.econlet.2006.09.015
2016Energy: Vol. 114Weather and market specificities in the regional transmission of renewable energy price effectsNuno Carvalho Figueiredo, Patrícia Pereira da Silva, Derek Bunnhttp://dx.doi.org/10.1080/15567249.2015.1060548
2016Energy Economics: Vol. 54Forecasting realized volatility in electricity markets using logistic smooth transition heterogeneous autoregressive modelsHui Qu, Wei Chen, Mengyi Niu, Xindan Lihttp://dx.doi.org/10.1109/PMAPS.2010.5528954
2016Energy Economics: Vol. 56Asymmetric volatility in European day-ahead power markets: A comparative microeconomic analysisErkan Erdogduhttp://dx.doi.org/10.1016/j.eneco.2011.01.013
2016Energy Policy: Vol. 98How does Germany's green energy policy affect electricity market volatility? An application of conditional autoregressive range modelsBenjamin R. Auerhttp://dx.doi.org/10.2139/ssrn.1318252
2015Economic Analysis and Policy: Vol. 48Australian evidence on the role of interregional flows, production capacity, and generation mix in wholesale electricity prices and price volatilityHelen Higgs, Gudbrand Lien, Andrew C. Worthingtonhttp://dx.doi.org/10.1080/00036840802584943
2014Energy Economics: Vol. 46Heterogeneous price dynamics in U.S. regional electricity marketsJosé G. Dias, Sofia B. Ramoshttp://dx.doi.org/10.1016/j.eneco.2021.105110
2013Energy Economics: Vol. 36Analyzing the impact of futures trading on spot price volatility: Evidence from the spot electricity market in France and GermanyFotis G. Kalantzis, Nikolaos T. Milonashttp://dx.doi.org/10.1109/ICECCE49384.2020.9179225
2012Energy Policy: Vol. 40Assessing the impact of forward trading, retail liberalization, and white certificates on the Italian wholesale electricity pricesAndrea Petrella, Alessandro Sapiohttp://dx.doi.org/10.1016/j.apenergy.2018.10.124
2012Energy Economics: Vol. 34, Issue 1Forecasting hourly electricity prices using ARMAX–GARCH models: An application to MISO hubsEmily Hickey, David G. Loomis, Hassan Mohammadihttp://dx.doi.org/10.3390/agriculture12111892
2012Energy Economics: Vol. 34, Issue 6Forecasting spot price volatility using the short-term forward curveErik Haugom, Carl J. Ullrichhttp://dx.doi.org/10.1016/j.eneco.2012.09.017
2012Energy Economics: Vol. 34, Issue 6Realized volatility and price spikes in electricity markets: The importance of observation frequencyCarl J. Ullrichhttp://dx.doi.org/10.1002/9781119260295.ch4
2011Energy Economics: Vol. 33, Issue 6Realized volatility and the influence of market measures on predictability: Analysis of Nord Pool forward electricity dataErik Haugom, Sjur Westgaard, Per Bjarte Solibakke, Gudbrand Lienhttp://dx.doi.org/10.1016/j.enpol.2011.10.011
2011Applied Economics: Vol. 43, Issue 5Inefficiency in deregulated wholesale electricity markets: the case of the New England ISOLester Hadsellhttp://dx.doi.org/10.1016/j.eneco.2018.07.033
2011The Energy Journal: Vol. 32, Issue 2Econometric Estimation of Spatial Patterns in Electricity PricesStratford M. Douglas, Julia N. Popovahttp://dx.doi.org/10.1016/j.eneco.2015.12.001
2011IEEE Transactions on Power Systems: Vol. 26, Issue 4Price and Resource-Related Uncertainty in the Estimation of the Revenue of a Wind FarmCatalina Gomez-Quiles, Hugo A. Gilhttp://dx.doi.org/10.1016/j.energy.2016.07.157
2010Energy Economics: Vol. 32, Issue 4Volatility transmission and volatility impulse response functions in European electricity forward marketsYannick Le Pen, Benoît Sévihttp://dx.doi.org/10.1016/j.eneco.2011.11.011
2010Economic Notes: Vol. 39, Issue 1-2Volatility and Volume Effects in European Electricity Spot MarketsAngelica Gianfredahttp://dx.doi.org/10.5547/ISSN0195-6574-EJ-Vol32-No2-4
2009Energy Economics: Vol. 31, Issue 5Modelling price and volatility inter-relationships in the Australian wholesale spot electricity marketsHelen Higgshttp://dx.doi.org/10.3390/math10101757
2009The Electricity Journal: Vol. 22, Issue 2Day-Ahead Premiums on the Midwest ISONicholas Bowden, Su Hu, James Paynehttp://dx.doi.org/10.3390/math9070750
2008The Electricity Journal: Vol. 21, Issue 4Day-Ahead Premiums on the New England ISOLester Hadsellhttp://dx.doi.org/10.1016/j.eneco.2014.05.012
2008SSRN Electronic JournalVolatility Transmission and Volatility Impulse Response Functions in European Electricity Forward MarketsYannick Le Pen, Benoît Sévihttp://dx.doi.org/10.1016/j.tej.2009.01.001
2008SSRN Electronic JournalElectricity Prices: A Nonparametric ApproachDavide Pirino, Roberto Renòhttp://dx.doi.org/10.1016/j.eap.2015.11.008
2008Energy Economics: Vol. 30, Issue 6Short term forecasting of electricity prices for MISO hubs: Evidence from ARIMA-EGARCH modelsNicholas Bowden, James E. Paynehttp://dx.doi.org/10.5547/ISSN0195-6574-EJ-Vol27-No2-9
2008SSRN Electronic JournalModelling Spot Prices in Deregulated Wholesale Electricity Markets: A Selected Empirical ReviewHelen Higgs, Andrew C. Worthingtonhttp://dx.doi.org/10.1109/TPWRS.2011.2130545
2007Journal of Futures Markets: Vol. 27, Issue 11One‐day forward premiums and the impact of virtual bidding on the New York wholesale electricity market using hourly dataLester Hadsell, Hany A. Shawkyhttp://dx.doi.org/10.1016/j.eneco.2008.06.003
2007Economics Letters: Vol. 95, Issue 1The impact of virtual bidding on price volatility in New York's wholesale electricity marketLester Hadsellhttp://dx.doi.org/10.1016/j.eneco.2009.05.003
2006The Energy Journal: Vol. 27, Issue 2Electricity Price Volatility and the Marginal Cost of Congestion: An Empirical Study of Peak Hours on the NYISO Market, 2001-2004Lester Hadsell, Hany A. Shawkyhttp://dx.doi.org/10.3390/math9101112
2006Applied Financial Economics: Vol. 16, Issue 12A TARCH examination of the return volatility–volume relationship in electricity futuresLester Hadsellhttp://dx.doi.org/10.1109/EEM.2009.5207141
2005The Energy Journal: Vol. 26, Issue 4Systematic Features of High-Frequency Volatility in Australian Electricity Markets: Intraday Patterns, Information Arrival and Calendar EffectsHelen Higgs, Andrew C. Worthingtonhttp://dx.doi.org/10.1016/j.eneco.2012.07.017

 

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