Original title: Estimating the volatility of electricity prices: the case of the England and Wales wholesale electricity market
Authors: Tashpulatov, Sherzod N.
Document type: Research reports
Year: 2011
Language: eng
Series: CERGE-EI Working Paper Series, volume: 439
Abstract: Price fluctuations that partially comove with demand are a specific feature inherent to liberalized electricity markets. The regulatory authority in Great Britain, however, believed that sometimes electricity prices were significantly higher than what was expected and, therefore, introduced price-cap regulation and divestment series.
Keywords: electricity prices; Fourier transform; seasonality
Project no.: CEZ:AV0Z70850503 (CEP), LC542 (CEP)
Funding provider: GA MŠk

Institution: Economics Institute AS ČR (web)
Document availability information: Fulltext is available at external website.
External URL: http://www.cerge-ei.cz/pdf/wp/Wp439.pdf
Original record: http://hdl.handle.net/11104/0197276

Permalink: http://www.nusl.cz/ntk/nusl-71599


The record appears in these collections:
Research > Institutes ASCR > Economics Institute
Reports > Research reports