Fundamental Responsiveness in European Electricity Prices

We estimate fundamental pricing relationships in selected European day-ahead electricity markets. Using a fractionally integrated panel data model with unobserved common effects, we quantify the responsiveness of hourly electricity prices to two fundamental leading indicators of day-ahead markets: t...

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Auteurs principaux: Michail I. Seitaridis, Nikolaos S. Thomaidis, Pandelis N. Biskas
Format: article
Langue:EN
Publié: MDPI AG 2021
Sujets:
T
Accès en ligne:https://doaj.org/article/165f9fa0139f46989db52258afe5dbbd
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