Fundamental Responsiveness in European Electricity Prices

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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Autores principales: Michail I. Seitaridis, Nikolaos S. Thomaidis, Pandelis N. Biskas
Formato: article
Lenguaje:EN
Publicado: MDPI AG 2021
Materias:
day-ahead electricity markets
fundamental valuation
panel data econometrics
common latent effects
long memory
Technology
T
Acceso en línea:https://doaj.org/article/165f9fa0139f46989db52258afe5dbbd
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https://doaj.org/article/165f9fa0139f46989db52258afe5dbbd

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