Using a rolling vector error correction model to model static and dynamic causal relations between electricity spot price and related fundamental factors : the case of Greek electricity market
George P. Papaioannou, Christos Dikaiakos, Akylas Stratigakos, Anargyros Dramountanis, Antonio T. Alexandridis
| Year of publication: |
2018
|
|---|---|
| Authors: | Papaioannou, George P. ; Dikaiakos, Christos ; Stratigakos, Akylas ; Dramountanis, Anargyros ; Alexandridis, Antonio T. |
| Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 8.2018, 1, p. 38-54
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| Subject: | Vector Error Correction | Electricity Markets | Fuel Markets | Kointegration | Cointegration | Strompreis | Electricity price | Elektrizitätswirtschaft | Electric power industry | Griechenland | Greece | Elektrizität | Electricity | Kausalanalyse | Causality analysis | Spotmarkt | Spot market | Schätzung | Estimation | Energiemarkt | Energy market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | hdl:11159/1915 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011847921