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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 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
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
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/10.2139/ssrn.1991452
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
2012SSRN Electronic JournalVolatility Models for Electricity Prices with Intra-Daily InformationAngelica Gianfreda, Luigi Grossihttp://dx.doi.org/10.2139/ssrn.2188148
2012Energy Economics: Vol. 34, Issue 6Realized volatility and price spikes in electricity markets: The importance of observation frequencyCarl J. Ullrichhttp://dx.doi.org/10.1111/1475-4932.12563
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
2012SSRN Electronic JournalModeling Spot Price Dependence in Australian Electricity Markets with Applications to Risk ManagementKatja Ignatieva, Stefan Trueckhttp://dx.doi.org/10.1109/PES.2008.4596119
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.eap.2015.11.008
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.eneco.2012.07.003
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 JournalNonlinearity and Intraday Efficiency Tests on Energy Futures MarketsTao Wang, Jian Yanghttp://dx.doi.org/10.1016/j.eneco.2011.11.011
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
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
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

 

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