TY  - JOUR
AU  - Lester Hadsell and Hany A. Shawky
PY  - 2006/04//
TI  - Electricity Price Volatility and the Marginal Cost of Congestion: An Empirical Study of Peak Hours on the NYISO Market, 2001-2004 

JO  - The Energy Journal
VL  - Volume 27
DO  - 10.5547/ISSN0195-6574-EJ-Vol27-No2-9
IS  - 2
SP  - 157
EP  - 180
KW  - Electricity prices
KW  - volatility
KW  - GARCH
KW  - electricity markets
KW  - NYISO
KW  - congestion
SN  - 1944-9089
UR  - http://www.iaee.org/en/publications/ejarticle.aspx?id=2130