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2020SSRN Electronic Journal Wind Generation and the Dynamics of Electricity Prices in AustraliaMuthe Mathias Mwampashi, Christina Sklibosios Nikitopoulos, Otto Konstandatos, Alan Raihttp://dx.doi.org/10.2139/ssrn.3723117
2020Energies: Vol. 13, Issue 21Power Exchange Prices: Comparison of Volatility in European MarketsZorana Božić, Dušan Dobromirov, Jovana Arsić, Mladen Radišić, Beata Ślusarczykhttp://dx.doi.org/10.3390/en13215620
2020Economic Record: Vol. 96, Issue 315Interconnectedness in the Australian National Electricity Market: A Higher‐Moment Analysis*Hung Do, Rabindra Nepal, Russell Smythhttp://dx.doi.org/10.1111/1475-4932.12563
2018Journal of Central Banking Theory and Practice: Vol. 7, Issue 3Swiss Franc from the Croatian PerspectiveMile Bošnjakhttp://dx.doi.org/10.2139/ssrn.1991452
2017SSRN Electronic Journal Stochastic Modelling of Photovoltaic Power Generation and Electricity PricesFred Espen Benth, Noor 'Adilah Ibrahimhttp://dx.doi.org/10.2139/ssrn.2927921
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/10.1080/15567249.2015.1060548
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.esr.2016.06.005
2016Energy Economics: Vol. 56Asymmetric volatility in European day-ahead power markets: A comparative microeconomic analysisErkan Erdogduhttp://dx.doi.org/10.1016/j.eneco.2016.04.002
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/10.1016/j.eap.2015.11.008
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/10.1016/j.eneco.2012.09.017
2013SSRN Electronic JournalModeling the Daily Electricity Price Volatility with Realized MeasuresMichael Frommel, Xing Han, Stepan Kratochvilhttp://dx.doi.org/10.2139/ssrn.2327117
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2012Energy Economics: Vol. 34, Issue 6Realized volatility and price spikes in electricity markets: The importance of observation frequencyCarl J. Ullrichhttp://dx.doi.org/10.1016/j.eneco.2012.07.003
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/10.1016/j.eneco.2022.106372
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.2012.07.017
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/10.1186/1478-7547-4-8
2010Energy Economics: Vol. 32, Issue 2Nonlinearity and intraday efficiency tests on energy futures marketsTao Wang, Jian Yanghttp://dx.doi.org/10.1016/j.eneco.2009.08.001
2009SSRN Electronic JournalRealized Volatility and Price Spikes in Electricity Markets: The Importance of Observation FrequencyCarl J. Ullrichhttp://dx.doi.org/10.1016/j.eneco.2011.01.013
2009SSRN Electronic JournalNonlinearity and Intraday Efficiency Tests on Energy Futures MarketsTao Wang, Jian Yanghttp://dx.doi.org/10.1016/j.eneco.2011.11.011
2008SSRN Electronic JournalModelling Spot Prices in Deregulated Wholesale Electricity Markets: A Selected Empirical ReviewHelen Higgs, Andrew C. Worthingtonhttp://dx.doi.org/10.2139/ssrn.1290909
2008The Energy Journal: Vol. 29, Issue 3Randomly Modulated Periodic Signals in Australia’s National Electricity MarketJohn Foster, Melvin J. Hinich, Phillip Wildhttp://dx.doi.org/10.5547/ISSN0195-6574-EJ-Vol29-No3-6
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.econlet.2006.09.015
2006Cost Effectiveness and Resource Allocation: Vol. 4, Issue 1Enhancing the comparability of costing methods: cross-country variability in the prices of non-traded inputs to health programmesBenjamin Johns, Taghreed Adam, David B Evanshttp://dx.doi.org/10.2139/ssrn.1444498

 

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