Cited By
2021Energy Economics: Vol. 102An analysis of electricity congestion price patterns in North AmericaFrédéric Godin, Zinatu Ibrahim
2021Applied Energy: Vol. 302Energy trading efficiency in the US Midcontinent electricity marketsK.H. Cao, H.S. Qi, C.H. Tsai, C.K. Woo, J. Zarnikau
2021Energy Economics: Vol. 94The forward premium in electricity markets: An experimental studySilvester van Koten
2020Energy Economics: Vol. 89Convergence bids and market manipulation in the California electricity marketCaroline A. Hopkins
2020SSRN Electronic Journal High Frequency Evidence on the Effects of Wind Power Generation on the Electricity PricePierre-Olivier Pineau, Yousef Nasseri, Nima Rafizadeh
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
2018Utilities Policy: Vol. 50Forward risk premia in long-term transmission rights: The case of electricity price area differentials (EPAD) in the Nordic electricity marketPetr Spodniak, Mikael Collan
2018Sustainability: Vol. 10, Issue 11Principal Component Analysis of Price Fluctuation in the Smart Grid Electricity MarketKun Li, Joseph Cursio, Yunchuan Sun
2018Energy: Vol. 142Detecting the impact of fundamentals and regulatory reforms on the Greek wholesale electricity market using a SARMAX/GARCH modelGeorge P. Papaioannou, Christos Dikaiakos, Athanasios S. Dagoumas, Anargyros Dramountanis, Panagiotis G. Papaioannou
2016Energy Economics: Vol. 54Market-specific news and its impact on forward premia on electricity marketsEwa Lazarczyk
2016Energy Economics: Vol. 56Asymmetric volatility in European day-ahead power markets: A comparative microeconomic analysisErkan Erdogdu
2015The Energy Journal: Vol. 36, Issue 3Electricity futures prices in an emissions constrained economy: Evidence from European power marketsGeorge Daskalakis, Lazaros Symeonidis, Raphael N. Markellos
2015SSRN Electronic JournalFinancial Arbitrage and Efficient Dispatch in Wholesale Electricity MarketsJohn E. Parsons, Cathleen Colbert, Jeremy Larrieu, Taylor Martin, Erin Mastrangelo
2014SSRN Electronic JournalEfficiency of Contracts for Differences (CfDs) in the Nordic Electricity MarketPetr Spodniak, Nadia Chernenko, Mats Nilsson
2013Journal of Regulatory Economics: Vol. 43, Issue 1Determinants of the premium in forward contractsChristian Redl, Derek W. Bunn
2013SSRN Electronic JournalRisk Premiums in Interconnected Australian Electricity Futures MarketsRangga Handika, Stefan Trueck
2012Energy Economics: Vol. 34, Issue 1Forecasting hourly electricity prices using ARMAX–GARCH models: An application to MISO hubsEmily Hickey, David G. Loomis, Hassan Mohammadi
2011Applied Economics: Vol. 43, Issue 5Inefficiency in deregulated wholesale electricity markets: the case of the New England ISOLester Hadsell
2011SSRN Electronic JournalDeterminants of the Premium in Forward ContractsChristian Redl, Derek W. Bunn
2011Resource and Energy Economics: Vol. 33, Issue 4Options introduction and volatility in the EU ETSJulien Chevallier, Yannick Le Pen, Benoît Sévi
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
2009The Electricity Journal: Vol. 22, Issue 9Efficiency and Profit in the NYISO Transmission Congestion Contract MarketLester Hadsell, Hany A. Shawky
2009SSRN Electronic JournalOptions Introduction and Volatility in the EU ETSJulien Chevallier, Yannick Le Pen, Benoît Sévi
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
2008The Electricity Journal: Vol. 21, Issue 4Day-Ahead Premiums on the New England ISOLester Hadsell


© 2022 International Association for Energy Economics | Privacy Policy | Return Policy