Cited By
2023Communications in Statistics - Simulation and Computation: Vol. 52, Issue 8Stochastic modelling of volatility and inter-relationships in the Australian electricity marketsJoanna J. J. Wang, Jennifer S. K. Chan
2022Agriculture: Vol. 12, Issue 11Financial Speculation Impact on Agricultural and Other Commodity Return Volatility: Implications for Sustainable Development and Food SecurityAlgirdas Justinas Staugaitis, Bernardas Vaznonis
2022Mathematics: Vol. 10, Issue 10Modeling Electricity Price Dynamics Using Flexible DistributionsSherzod N. Tashpulatov
2021Energy Economics: Vol. 95Electricity pricing using a periodic GARCH model with conditional skewness and kurtosis componentsFilippos Ioannidis, Kyriaki Kosmidou, Christos Savva, Panayiotis Theodossiou
2021Mathematics: Vol. 9, Issue 7Modeling and Estimating Volatility of Day-Ahead Electricity PricesSherzod N. Tashpulatov
2021Mathematics: Vol. 9, Issue 10The Impact of Regulatory Reforms on Demand Weighted Average PricesSherzod N. Tashpulatov
2021Journal of Commodity Markets: Vol. 22Asymmetric volatility in commodity marketsYu-Fu Chen, Xiaoyi Mu
2020Energy Economics: Vol. 88Renewable energy regulation and structural breaks: An empirical analysis of Spanish electricity price volatilityAitor Ciarreta, Cristina Pizarro-Irizar, Ainhoa Zarraga
2019Applied Energy: Vol. 235The significance of calendar effects in the electricity marketKun Li, Joseph D. Cursio, Mengfei Jiang, Xi Liang
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 Zhu
2018Energy Economics: Vol. 74Modeling the volatility of realized volatility to improve volatility forecasts in electricity marketsHui Qu, Qingling Duan, Mengyi Niu
2018M U Iktisadi ve Idari Bilimler DergisiMODELLING PRICE DYNAMICS IN TURKISH ELECTRICITY MARKET: LESSONS FROM GARCH ESTIMATESTalat Ulussever, Mehmet Ali Soytaş, Hasan Murat Ertuğrul
2018Sustainability: Vol. 10, Issue 11Principal Component Analysis of Price Fluctuation in the Smart Grid Electricity MarketKun Li, Joseph Cursio, Yunchuan Sun
2017Energy Sources, Part B: Economics, Planning, and Policy: Vol. 12, Issue 3The impact of generation mix on Australian wholesale electricity pricesA. C. Worthington, H. Higgs
2016Energy: Vol. 114Weather and market specificities in the regional transmission of renewable energy price effectsNuno Carvalho Figueiredo, Patrícia Pereira da Silva, Derek Bunn
2016Energy Policy: Vol. 98How does Germany's green energy policy affect electricity market volatility? An application of conditional autoregressive range modelsBenjamin R. Auer
2016Energy Economics: Vol. 56Asymmetric volatility in European day-ahead power markets: A comparative microeconomic analysisErkan Erdogdu
2016Energy Strategy Reviews: Vol. 11-12Spot electricity price forecasting in Indian electricity market using autoregressive-GARCH modelsG.P. Girish
2016Energy Economics: Vol. 54Forecasting realized volatility in electricity markets using logistic smooth transition heterogeneous autoregressive modelsHui Qu, Wei Chen, Mengyi Niu, Xindan Li
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. Worthington
2014Energy Economics: Vol. 46Heterogeneous price dynamics in U.S. regional electricity marketsJosé G. Dias, Sofia B. Ramos
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. Milonas
2012Energy Economics: Vol. 34, Issue 1Forecasting hourly electricity prices using ARMAX–GARCH models: An application to MISO hubsEmily Hickey, David G. Loomis, Hassan Mohammadi
2012Energy Policy: Vol. 40Assessing the impact of forward trading, retail liberalization, and white certificates on the Italian wholesale electricity pricesAndrea Petrella, Alessandro Sapio
2012Energy Economics: Vol. 34, Issue 6Forecasting spot price volatility using the short-term forward curveErik Haugom, Carl J. Ullrich
2012Energy Economics: Vol. 34, Issue 6Realized volatility and price spikes in electricity markets: The importance of observation frequencyCarl J. Ullrich
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 Lien
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. Gil
2011Applied Economics: Vol. 43, Issue 5Inefficiency in deregulated wholesale electricity markets: the case of the New England ISOLester Hadsell
2010Economic Notes: Vol. 39, Issue 1-2Volatility and Volume Effects in European Electricity Spot MarketsAngelica Gianfreda
2010Energy Economics: Vol. 32, Issue 4Volatility transmission and volatility impulse response functions in European electricity forward marketsYannick Le Pen, Benoît Sévi
2009Energy Economics: Vol. 31, Issue 5Modelling price and volatility inter-relationships in the Australian wholesale spot electricity marketsHelen Higgs
2009The Electricity Journal: Vol. 22, Issue 2Day-Ahead Premiums on the Midwest ISONicholas Bowden, Su Hu, James Payne
2008The Electricity Journal: Vol. 21, Issue 4Day-Ahead Premiums on the New England ISOLester Hadsell
2008SSRN Electronic JournalElectricity Prices: A Nonparametric ApproachDavide Pirino, Roberto Renò
2008SSRN Electronic JournalModelling Spot Prices in Deregulated Wholesale Electricity Markets: A Selected Empirical ReviewHelen Higgs, Andrew C. Worthington
2008Energy Economics: Vol. 30, Issue 6Short term forecasting of electricity prices for MISO hubs: Evidence from ARIMA-EGARCH modelsNicholas Bowden, James E. Payne
2008SSRN Electronic JournalVolatility Transmission and Volatility Impulse Response Functions in European Electricity Forward MarketsYannick Le Pen, Benoît Sévi
2007Economics Letters: Vol. 95, Issue 1The impact of virtual bidding on price volatility in New York's wholesale electricity marketLester Hadsell
2006Applied Financial Economics: Vol. 16, Issue 12A TARCH examination of the return volatility–volume relationship in electricity futuresLester Hadsell


© 2023 International Association for Energy Economics | Privacy Policy | Return Policy