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Integration and shock transmissions across European electricity forward markets
10 references·3 citing·48 second hop
Integration and shock transmissions across European electricity forward markets (2009)Integration and shock transmissions acros…Transmission of prices and price volatility in Australian electricity spot markets: a multivariate GARCH analysis (2005)Transmission of prices and pr…Extreme value theory and extremely large electricity price changes (2003)Extreme value theory and extr…Equilibrium Pricing and Optimal Hedging in Electricity Forward Markets (2002)Equilibrium Pricing and Optim…Electricity Prices and Power Derivatives: Evidence from the Nordic Power Exchange (2002)Electricity Prices and Power …A Multivariate GARCH Model of International Transmissions of Stock Returns and Volatility: The Case of the United States and Canada (1995)A Multivariate GARCH Model of…Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage (1987)Commodity Futures Prices: Som…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Detecting Spot Price Forecasts In Futures Prices (1986)Detecting Spot Price Forecast…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …Arbitrage opportunities and feedback trading in emissions and energy markets (2015)Arbitrage opportunities and f…How much should we pay for interconnecting electricity markets? 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this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 1987Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage1,047 cited
  • 2002Electricity Prices and Power Derivatives: Evidence from the Nordic Power Exchange965 cited
  • 2002Equilibrium Pricing and Optimal Hedging in Electricity Forward Markets726 cited
  • 1995A Multivariate GARCH Model of International Transmissions of Stock Returns and Volatility: The Case of the United States and Canada499 cited
  • 2003Extreme value theory and extremely large electricity price changes156 cited
  • 2005Transmission of prices and price volatility in Australian electricity spot markets: a multivariate GARCH analysis133 cited
  • 1986Detecting Spot Price Forecasts In Futures Prices114 cited

Cited by

  • 2011How much should we pay for interconnecting electricity markets? A real options approach50 cited
  • 2010Volatility and Volume Effects in European Electricity Spot Markets30 cited
  • 2015Arbitrage opportunities and feedback trading in emissions and energy markets29 cited

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