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2019Applied Energy: Vol. 235The significance of calendar effects in the electricity marketKun Li, Joseph D. Cursio, Mengfei Jiang, Xi Lianghttp://dx.doi.org/10.1016/j.eneco.2021.105506
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2018Revue internationale des sciences de l'organisation: Vol. N° 5, Issue 1Trente (30) ans de recherches sur les déterminants de la croissance des PME : synthèses et perspectives critiques pour les entreprises opérant en AfriqueSègbédji Parfait Aïhounhin, Zhan Suhttp://dx.doi.org/10.1016/j.reseneeco.2011.07.002
2018Sustainability: Vol. 10, Issue 11Principal Component Analysis of Price Fluctuation in the Smart Grid Electricity MarketKun Li, Joseph Cursio, Yunchuan Sunhttp://dx.doi.org/10.1016/j.enpol.2023.113647
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2015The Energy Journal: Vol. 36, Issue 3Electricity Futures Prices in an Emissions Constrained Economy: Evidence from European Power MarketsGeorge Daskalakis, Lazaros Symeonidis, Raphael N. Markelloshttp://dx.doi.org/10.1016/j.enpol.2023.113552
2015SSRN Electronic JournalFinancial Arbitrage and Efficient Dispatch in Wholesale Electricity MarketsJohn E. Parsons, Cathleen Colbert, Jeremy Larrieu, Taylor Martin, Erin Mastrangelohttp://dx.doi.org/10.1016/j.eneco.2020.105059
2014SSRN Electronic JournalEfficiency of Contracts for Differences (CfDs) in the Nordic Electricity MarketPetr Spodniak, Nadia Chernenko, Mats Nilssonhttp://dx.doi.org/10.1080/09603100500426663
2013Journal of Regulatory Economics: Vol. 43, Issue 1Determinants of the premium in forward contractsChristian Redl, Derek W. Bunnhttp://dx.doi.org/10.1109/EEM.2009.5207198
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2009The Electricity Journal: Vol. 22, Issue 9Efficiency and Profit in the NYISO Transmission Congestion Contract MarketLester Hadsell, Hany A. Shawkyhttp://dx.doi.org/10.1109/PTC.2019.8810527
2008SSRN Electronic JournalVolatility Transmission and Volatility Impulse Response Functions in European Electricity Forward MarketsYannick Le Pen, Benoît Sévihttp://dx.doi.org/10.1007/978-3-642-12067-1_9
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/10.1016/j.apenergy.2021.117505
2008The Electricity Journal: Vol. 21, Issue 4Day-Ahead Premiums on the New England ISOLester Hadsellhttp://dx.doi.org/10.2139/ssrn.1791677
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.2015.12.015
2006Applied Financial Economics: Vol. 16, Issue 12A TARCH examination of the return volatility–volume relationship in electricity futuresLester Hadsellhttp://dx.doi.org/10.1080/1331677X.2019.1645712

 

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