Intra-day and regime-switching dynmaics in electricity price formation

Journal

Energy Economics

Subject

Management Science and Operations

Publishing details

Energy Economics 2008 Vol 30:4 p 1776-1797

Authors / Editors

Bunn D W; Nektaria V; Karakatsani V

Biographies

Bunn D W

Publication Year

2008

Keywords

Electricity markets; Price modeling; Market performance; Agent-behaviour; Regime-switching