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Original Articles

The volatility of prices in the English and Welsh electricity pool

Pages 1487-1495 | Published online: 05 Oct 2010

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Sandro Sapio. (2012) Modeling the distribution of day-ahead electricity returns: a comparison. Quantitative Finance 12:12, pages 1935-1949.
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Barry Goss. (2006) Liquidity, volume and volatility in US electricity futures: the case of Palo Verde. Applied Financial Economics Letters 2:1, pages 43-46.
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Articles from other publishers (30)

Renato Fernandes & Isabel Soares. (2022) Reviewing Explanatory Methodologies of Electricity Markets: An Application to the Iberian Market. Energies 15:14, pages 5020.
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Sherzod N. Tashpulatov. (2022) Modeling Electricity Price Dynamics Using Flexible Distributions. Mathematics 10:10, pages 1757.
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Per B. Solibakke. (2021) Step‐ahead spot price densities using daily synchronously reported prices and wind forecasts. Journal of Forecasting 41:1, pages 17-42.
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Štefan Bojnec & Alan Križaj. (2021) Electricity Markets during the Liberalization: The Case of a European Union Country. Energies 14:14, pages 4317.
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Sherzod N. Tashpulatov. (2021) The Impact of Regulatory Reforms on Demand Weighted Average Prices. Mathematics 9:10, pages 1112.
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Alessandro Sapio. 2021. Handbook of Energy Economics and Policy. Handbook of Energy Economics and Policy 595 640 .
Angelo Facchini, Alessandro Rubino, Guido Caldarelli & Giuseppe Di Liddo. (2019) Changes to Gate Closure and its impact on wholesale electricity prices: The case of the UK. Energy Policy 125, pages 110-121.
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Sherzod Tashpulatov. (2018) The Impact of Behavioral and Structural Remedies on Electricity Prices: The Case of the England and Wales Electricity Market. Energies 11:12, pages 3420.
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Eleanor Denny, Amy O'Mahoney & Eamonn Lannoye. (2017) Modelling the impact of wind generation on electricity market prices in Ireland: An econometric versus unit commitment approach. Renewable Energy 104, pages 109-119.
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Michail S. Sotiriadis, Radamanthis Tsotsos & Kyriaki Kosmidou. (2014) Price and volatility interrelationships in the wholesale spot electricity markets of the Central-Western European and Nordic region: a multivariate GARCH approach. Energy Systems 7:1, pages 5-32.
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Sherzod N. Tashpulatov. (2015) Analysis of electricity industry liberalization in Great Britain: How did the bidding behavior of electricity producers change?. Utilities Policy 36, pages 24-34.
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Lubomír M. Lízal & Sherzod N. Tashpulatov. (2014) Do producers apply a capacity cutting strategy to increase prices? The case of the England and Wales electricity market. Energy Economics 43, pages 114-124.
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Sherzod N. Tashpulatov. (2013) Estimating the volatility of electricity prices: The case of the England and Wales wholesale electricity market. Energy Policy 60, pages 81-90.
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Christian Redl & Derek W. Bunn. (2012) Determinants of the premium in forward contracts. Journal of Regulatory Economics 43:1, pages 90-111.
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Cristian A. Diaz, Fco. Alberto Campos & Jose Villar. (2012) Impact of the electricity contracts on the generators' strategic behavior. Impact of the electricity contracts on the generators' strategic behavior.
Mohammad R. Hesamzadeh, Darryl R. Biggar & Nasser Hosseinzadeh. (2011) The TC-PSI indicator for forecasting the potential for market power in wholesale electricity markets. Energy Policy 39:10, pages 5988-5998.
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Umesh Kumar Shukla & Ashok Thampy. (2011) Analysis of competition and market power in the wholesale electricity market in India. Energy Policy 39:5, pages 2699-2710.
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Ole Gjølberg. 2010. Energy, Natural Resources and Environmental Economics. Energy, Natural Resources and Environmental Economics 155 166 .
A. Petrella & S. Sapio. (2009) A time series analysis of day-ahead prices on the Italian power exchange. A time series analysis of day-ahead prices on the Italian power exchange.
Régis Bourbonnais & Sophie Méritet. 2007. The Econometrics of Energy Systems. The Econometrics of Energy Systems 51 74 .
Helen Higgs & Andrew C. Worthington. (2005) Systematic Features of High-Frequency Volatility in Australian Electricity Markets: Intraday Patterns, Information Arrival and Calendar Effects. The Energy Journal 26:4.
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Andrew Worthington, Adam Kay-Spratley & Helen Higgs. (2005) Transmission of prices and price volatility in Australian electricity spot markets: a multivariate GARCH analysis. Energy Economics 27:2, pages 337-350.
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Ying Li & Peter C. Flynn. (2004) Deregulated power prices: comparison of volatility. Energy Policy 32:14, pages 1591-1601.
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Hipòlit Torró. (2007) Forecasting Weekly Electricity Prices at Nord Pool. SSRN Electronic Journal.
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Mika Goto & George Andrew Karolyi. (2004) Understanding Electricity Price Volatility Within and Across Markets. SSRN Electronic Journal.
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Sherzod N. Tashpulatov & Lubomir Lizal. (2012) Can Producers Apply a Capacity Cutting Strategy to Increase Prices? The Case of the England and Wales Electricity Market. SSRN Electronic Journal.
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Sherzod N. Tashpulatov. (2011) Estimating the Volatility of Electricity Prices: The Case of the England and Wales Wholesale Electricity Market. SSRN Electronic Journal.
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Christian Redl & Derek W. Bunn. (2011) Determinants of the Premium in Forward Contracts. SSRN Electronic Journal.
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Sherzod N. Tashpulatov. (2010) Analysis of Electricity Industry Liberalization in Great Britain: How did the Bidding Behavior of Electricity Producers Change?. SSRN Electronic Journal.
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Helen Higgs & Andrew C. Worthington. (2008) Modelling Spot Prices in Deregulated Wholesale Electricity Markets: A Selected Empirical Review. SSRN Electronic Journal.
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