Modeling the return and volatility of the Greek electricity marginal system price

Author:

Theodorou Petros,Karyampas Dimitrios

Publisher

Elsevier BV

Subject

Management, Monitoring, Policy and Law,General Energy

Reference31 articles.

1. Bailey, E.M., 1998. Electricity markets in the western United States. MIT Center for Energy and Environmental Policy Research, no. 143.

2. Barnett, A.H., Justin, P.I., Thompson, H., 2002. Retail electric competition and free interstate trade in the southeast. Electricity Journal March: 6X-74.

3. Barz, G., Johnson, B., 1998. Modeling the price of commodities that are costly to store: the case of electricity. Presented at the Chicago Risk Management Conference, Chicago, IL, May.

4. Bernard, J., Ethier, R., Mount, T., Schulze, W., Zimmerman, R., Gan, D., Murillo-Sanchez, C., Thomas, R., Schuler, R., 1998. Markets for electric power: experimental results for alternative auction institutions. PSERC Working Paper 98-03. Available at 〈http://www.pserc.wisc.edu/psercbin/test/get/publicatio/〉.

5. Estimation and inference in nonlinear structural models;Berndt;Annals of Economic and Social Measurement,1974

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