Fundamental pricing laws and long memory effects in the day-ahead power market
Year of publication: |
2021
|
---|---|
Authors: | Thomaidis, Nikolaos S. ; Biskas, Pandelis N. |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 100.2021, p. 1-24
|
Subject: | Day-ahead electricity market | Fractional cointegration | Fundamental power pricing | Interactive fixed-effects panel model | Long memory | Panel smooth-transition regression | Kointegration | Cointegration | Panel | Panel study | Strompreis | Electricity price | Schätzung | Estimation | Elektrizitätswirtschaft | Electric power industry | Energiemarkt | Energy market |
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