Market structure and the stability and volatility of electricity prices

Mikael Bask, Anna Widerberg

Research output: Contribution to journalArticleScientificpeer-review

13 Citations (Scopus)
Original languageEnglish
Peer-reviewed scientific journalEnergy economics
Volume31
Pages (from-to)278-288
Number of pages11
DOIs
Publication statusPublished - 2009
MoE publication typeA1 Journal article - refereed

Keywords

  • Electricity prices
  • GARCH models
  • Lyapunov exponents
  • Market structure
  • Reconstructed dynamics
  • Stability
  • Volatility
  • TESTING CHAOTIC DYNAMICS
  • LYAPUNOV EXPONENTS
  • CONDITIONAL HETEROSKEDASTICITY
  • EMBEDDED DYNAMICS
  • STORAGE
  • GAMES

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