Wholesale electricity price volatility and price bounds: a market comparison

Due to high volatility and frequent price spikes in wholesale electricity market prices, market regulators often impose price bounds on auction and final market prices. This paper applies a model-free intraday-range measure and ARMA-EGARCH(1,1) models to wholesale electricity price data collected fr...

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Bibliographic Details
Main Author: Troy IV, William (author)
Format: masterThesis
Language:eng
Published: 2018
Subjects:
Wholesale electricity market
Price volatility
Intraday range
Price bounds
Domínio/Área Científica::Ciências Sociais::Economia e Gestão
Online Access:http://hdl.handle.net/10362/22255
Country:Portugal
Oai:oai:run.unl.pt:10362/22255

Internet

http://hdl.handle.net/10362/22255

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