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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.eneco.2020.104818
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2016Energy Economics: Vol. 54Market-specific news and its impact on forward premia on electricity marketsEwa Lazarczykhttp://dx.doi.org/10.1016/j.tej.2009.01.001
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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/10.1109/PTC.2019.8810527
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/10.1080/1331677X.2019.1645712
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
2013SSRN Electronic JournalRisk Premiums in Interconnected Australian Electricity Futures MarketsRangga Handika, Stefan Trueckhttp://dx.doi.org/10.3390/su10114019
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.2016.04.002
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2011Resource and Energy Economics: Vol. 33, Issue 4Options introduction and volatility in the EU ETSJulien Chevallier, Yannick Le Pen, Benoît Sévihttp://dx.doi.org/10.1080/00036840802584943
2010Energy Economics: Vol. 32, Issue 4Volatility transmission and volatility impulse response functions in European electricity forward marketsYannick Le Pen, Benoît Sévihttp://dx.doi.org/10.1109/ICGCS.2010.5543002
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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/10.1016/j.reseneeco.2011.07.002
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2008The Electricity Journal: Vol. 21, Issue 4Day-Ahead Premiums on the New England ISOLester Hadsellhttp://dx.doi.org/10.2139/ssrn.1791677

 

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