Long‐run relations in European electricity prices

By B. Bosco, L. Parisio, M. Pelagatti, F. Baldi. 2010

119 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Electrical and Electronic Engineering

View Paper: https://www.semanticscholar.org/paper/d9f46edb2c3cf0434462fc4c39843f8691fa3bcb

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Sajid Ali
2. Dominik Liebl
3. Rafal Weron
4. Alois Kneip

In Electrical and Electronic Engineering

1. Dominik Liebl
2. Rafal Weron
3. Alois Kneip

Citations in the corpus

• Modeling and forecasting electricity spot prices: A functional data perspective (2013, background): “eater values of electricity demand and therefore cause greater volatilities than is the case for lower values of electricity demand. Stationarity (iii) has to be considered critically, too. Recently, Bosco et al. (2010) were able to show empirically that electricity spot prices at the EEX have a uni”
• Modeling and Forecasting Medium-Term Electricity Consumption Using Component Estimation Technique (2020, background): “, prices or demand time series, the unit-root test results are weaker due the presence of periodicities and exceptionally heavy tailed data, which affect the size and power of standard unit-root tests [66,67].”