Market structure and the stability and volatility of electricity prices

Mikael Bask; Anna Widerberg

doi:10.1016/j.eneco.2008.11.006

Market structure and the stability and volatility of electricity prices

Mikael Bask, Anna Widerberg

Finansiell ekonomi, Helsingfors

University of Gothenburg

Forskningsoutput: Tidskriftsbidrag › Artikel › Vetenskaplig › Peer review

17 Citeringar (Scopus)

Originalspråk	Engelska
Referentgranskad vetenskaplig tidskrift	Energy Economics
Volym	31
Sidor (från-till)	278-288
Antal sidor	11
ISSN	0140-9883
DOI	https://doi.org/10.1016/j.eneco.2008.11.006
Status	Publicerad - 2009
MoE-publikationstyp	A1 Originalartikel i en vetenskaplig tidskrift

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10.1016/j.eneco.2008.11.006

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@article{c0dcb7430a4144aaa520c1be11d089dc,

title = "Market structure and the stability and volatility of electricity prices",

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

author = "Mikael Bask and Anna Widerberg",

year = "2009",

doi = "10.1016/j.eneco.2008.11.006",

language = "English",

volume = "31",

pages = "278--288",

journal = "Energy Economics",

issn = "0140-9883",

publisher = "Elsevier",

}

TY - JOUR

T1 - Market structure and the stability and volatility of electricity prices

AU - Bask, Mikael

AU - Widerberg, Anna

PY - 2009

Y1 - 2009

KW - Electricity prices

KW - GARCH models

KW - Lyapunov exponents

KW - Market structure

KW - Reconstructed dynamics

KW - Stability

KW - Volatility

KW - TESTING CHAOTIC DYNAMICS

KW - LYAPUNOV EXPONENTS

KW - CONDITIONAL HETEROSKEDASTICITY

KW - EMBEDDED DYNAMICS

KW - STORAGE

KW - GAMES

U2 - 10.1016/j.eneco.2008.11.006

DO - 10.1016/j.eneco.2008.11.006

M3 - Article

SN - 0140-9883

VL - 31

SP - 278

EP - 288

JO - Energy Economics

JF - Energy Economics

ER -