Market integration and the persistence of electricity prices
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- João Pedro Pereira & Vasco Pesquita & Paulo M. M. Rodrigues & António Rua, 2019. "Market integration and the persistence of electricity prices," Empirical Economics, Springer, vol. 57(5), pages 1495-1514, November.
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Cited by:
- Martin-Valmayor, Miguel A. & Gil-Alana, Luis A. & Infante, Juan, 2023. "Energy prices in Europe. Evidence of persistence across markets," Resources Policy, Elsevier, vol. 82(C).
- Chai, Shanglei & Li, Qiang & Abedin, Mohammad Zoynul & Lucey, Brian M., 2024. "Forecasting electricity prices from the state-of-the-art modeling technology and the price determinant perspectives," Research in International Business and Finance, Elsevier, vol. 67(PA).
- Macedo, Daniela Pereira & Marques, António Cardoso & Damette, Olivier, 2022.
"The role of electricity flows and renewable electricity production in the behaviour of electricity prices in Spain,"
Economic Analysis and Policy, Elsevier, vol. 76(C), pages 885-900.
- Daniela Pereira Macedo & António Cardoso Marques & Olivier Damette, 2022. "The role of electricity flows and renewable electricity production in the behaviour of electricity prices in Spain," Post-Print hal-04039757, HAL.
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More about this item
JEL classification:
- C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ENE-2016-10-02 (Energy Economics)
- NEP-EUR-2016-10-02 (Microeconomic European Issues)
- NEP-MAC-2016-10-02 (Macroeconomics)
- NEP-REG-2016-10-02 (Regulation)
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