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2021Communications in Statistics - Simulation and ComputationStochastic modelling of volatility and inter-relationships in the Australian electricity marketsJoanna J. J. Wang, Jennifer S. K. Chan
2021Mathematics: Vol. 9, Issue 10The Impact of Regulatory Reforms on Demand Weighted Average PricesSherzod 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
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
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
2019Applied Energy: Vol. 235The significance of calendar effects in the electricity marketKun Li, Joseph D. Cursio, Mengfei Jiang, Xi Liang
2018Sustainability: Vol. 10, Issue 11Principal Component Analysis of Price Fluctuation in the Smart Grid Electricity MarketKun Li, Joseph Cursio, Yunchuan Sun
2018M U Iktisadi ve Idari Bilimler DergisiMODELLING PRICE DYNAMICS IN TURKISH ELECTRICITY MARKET: LESSONS FROM GARCH ESTIMATESTalat Ulussever, Mehmet Ali Soytaş, Hasan Murat Ertuğrul
2018Energy Economics: Vol. 74Modeling the volatility of realized volatility to improve volatility forecasts in electricity marketsHui Qu, Qingling Duan, Mengyi Niu
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 Strategy Reviews: Vol. 11-12Spot electricity price forecasting in Indian electricity market using autoregressive-GARCH modelsG.P. Girish
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. 54Forecasting realized volatility in electricity markets using logistic smooth transition heterogeneous autoregressive modelsHui Qu, Wei Chen, Mengyi Niu, Xindan Li
2016Energy Economics: Vol. 56Asymmetric volatility in European day-ahead power markets: A comparative microeconomic analysisErkan Erdogdu
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 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
2012Energy Economics: Vol. 34, Issue 1Forecasting hourly electricity prices using ARMAX–GARCH models: An application to MISO hubsEmily Hickey, David G. Loomis, Hassan Mohammadi
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
2010Energy Economics: Vol. 32, Issue 4Volatility transmission and volatility impulse response functions in European electricity forward marketsYannick Le Pen, Benoît Sévi
2009The Electricity Journal: Vol. 22, Issue 2Day-Ahead Premiums on the Midwest ISONicholas Bowden, Su Hu, James Payne
2009Energy Economics: Vol. 31, Issue 5Modelling price and volatility inter-relationships in the Australian wholesale spot electricity marketsHelen Higgs
2008The Electricity Journal: Vol. 21, Issue 4Day-Ahead Premiums on the New England ISOLester Hadsell
2008SSRN Electronic JournalVolatility Transmission and Volatility Impulse Response Functions in European Electricity Forward MarketsYannick Le Pen, Benoît Sévi
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 JournalElectricity Prices: A Nonparametric ApproachDavide Pirino, Roberto Renò
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


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