Electricity market interconnections and electricity price volatility
In this paper, we present a model of changes in electricity price returns in the context of interconnected electricity markets. This model predicts an inverse relationship between the increase in interconnection capacity and the volatility of price returns in the corresponding electricity markets. T...
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| Formato: | workingPaper |
| Idioma: | eng |
| Publicado em: |
2010
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| Texto completo: | http://hdl.handle.net/10400.5/2563 |
| País: | Portugal |
| Oai: | oai:www.repository.utl.pt:10400.5/2563 |