Determinants of price fluctuations in the electricity market : a study with PCA and NARDL models
Kun Li, Joseph D. Cursio, Yunchuan Sun and Zizheng Zhu
| Year of publication: |
2019
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| Authors: | Li, Kun ; Cursio, Joseph D. ; Sun, Yunchuan ; Zhu, Zizheng |
| Published in: |
Economic research. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1331-677X, ZDB-ID 2171828-3. - Vol. 32.2019, 1,3, p. 2404-2421
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| Subject: | Price fluctuation | principal component analysis | NARDL | electricity market | spike price | negative price | Strompreis | Electricity price | Theorie | Theory | Elektrizitätswirtschaft | Electric power industry | Volatilität | Volatility | Energiemarkt | Energy market | Preismanagement | Pricing strategy | Hauptkomponentenanalyse | Principal component analysis | Energiepreis | Energy price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1331677X.2019.1645712 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012584686