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Applied Economics Volume 45, 2013 - Issue 18
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Original Articles

A history of European electricity day-ahead prices

Ronald Huisman Erasmus School of Economics, Erasmus University Rotterdam, PO Box 1738, 3000 DR, Rotterdam, The NetherlandsCorrespondence[email protected]
&
Mehtap Kiliç Erasmus School of Economics, Erasmus University Rotterdam, PO Box 1738, 3000 DR, Rotterdam, The Netherlands
Pages 2683-2693 | Published online: 20 Apr 2012

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Mita Bhattacharya, John N Inekwe & Brantley Liddle. (2023) The role of renewable energy sources in residential electricity prices: A club convergence analysis across selected European countries. Applied Economics 55:44, pages 5157-5171.
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Daniel Ciuiu, Marina Bădileanu & Luminiţa-Izabell Georgescu. (2020) Energy resources’ seasonal/daily dependencies under coupled operation of day-ahead markets. Energy Sources, Part B: Economics, Planning, and Policy 15:3, pages 186-209.
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Articles from other publishers (31)

Selahattin Murat Sirin, Ercument Camadan, Ibrahim Etem Erten & Alex Hongliang Zhang. (2023) Market failure or politics? Understanding the motives behind regulatory actions to address surging electricity prices. Energy Policy 180, pages 113647.
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Angelica Gianfreda, Paolo Maranzano, Lucia Parisio & Matteo Pelagatti. (2023) Testing for integration and cointegration when time series are observed with noise. Economic Modelling 125, pages 106352.
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Mustafa Çağrı PEKER & Ayşen SİVRİKAYA. (2023) The Effects of Electricity Generation from Solar and Wind Energy on the Day Ahead Market-Clearing Prices and Price Volatility: The Turkish CaseGüneş ve Rüzgar Enerjisinden Elektrik Üretiminin Gün Öncesi Piyasa Takas Fiyatlarına ve Fiyat Volatilitesine Etkisi: Türkiye Örneği. Fiscaoeconomia 7:2, pages 1067-1100.
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Marko Halužan, Miroslav Verbič & Jelena Zorić. (2022) An integrated model for electricity market coupling simulations: Evidence from the European power market crossroad. Utilities Policy 79, pages 101456.
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Luis Corona, Asuncion Mochon & Yago Saez. (2022) Electricity market integration and impact of renewable energy sources in the Central Western Europe region: Evolution since the implementation of the Flow-Based Market Coupling mechanism. Energy Reports 8, pages 1768-1788.
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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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Michael Waterson, Elisa Trujillo- Baute & Monica Giulietti. (2022) Intermittency and the social role of storage. Energy Policy 165, pages 112947.
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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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Davide Ciferri, Maria Chiara D’Errico & Paolo Polinori. (2019) Integration and convergence in European electricity markets. Economia Politica 37:2, pages 463-492.
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Angelica GianfredaLucia ParisioMatteo Pelagatti. (2019) The RES-Induced Switching Effect Across Fossil Fuels: An Analysis of Day-Ahead and Balancing Prices. The Energy Journal 40:1_suppl, pages 1-22.
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Maria T. Costa-CampiJordi PaniaguaElisa Trujillo-Baute. (2018) Is energy market integration a green light for FDI?. The Energy Journal 39:1_suppl, pages 39-56.
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Atom Mirakyan, Martin Meyer-Renschhausen & Andreas Koch. (2017) Composite forecasting approach, application for next-day electricity price forecasting. Energy Economics 66, pages 228-237.
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Joseph Nyangon, John Byrne & Job Taminiau. (2016) An assessment of price convergence between natural gas and solar photovoltaic in the U.S. electricity market. WIREs Energy and Environment 6:3.
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Simona Bigerna, Carlo Andrea Bollino, Davide Ciferri & Paolo Polinori. (2017) Renewables diffusion and contagion effect in Italian regional electricity markets: Assessment and policy implications. Renewable and Sustainable Energy Reviews 68, pages 199-211.
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Rüdiger Kiesel & Michael Kusterman. (2016) Structural models for coupled electricity markets. Journal of Commodity Markets 3:1, pages 16-38.
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Angelica Gianfreda, Lucia Parisio & Matteo Pelagatti. (2016) Revisiting long-run relations in power markets with high RES penetration. Energy Policy 94, pages 432-445.
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Viviana Fanelli, Lucia Maddalena & Silvana Musti. (2016) Modelling electricity futures prices using seasonal path-dependent volatility. Applied Energy 173, pages 92-102.
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Alessandro Sapio & Nicola Spagnolo. (2016) Price regimes in an energy island: Tacit collusion vs. cost and network explanations. Energy Economics 55, pages 157-172.
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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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Lilian M. de Menezes & Melanie A. Houllier. (2016) Reassessing the integration of European electricity markets: A fractional cointegration analysis. Energy Economics 53, pages 132-150.
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Florian Ziel, Rick Steinert & Sven Husmann. (2015) Forecasting day ahead electricity spot prices: The impact of the EXAA to other European electricity markets. Energy Economics 51, pages 430-444.
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Stein-Erik Fleten, Liv Aune Hagen, Maria Tandberg Nygård, Ragnhild Smith-Sivertsen & Johan M. Sollie. (2015) The overnight risk premium in electricity forward contracts. Energy Economics 49, pages 293-300.
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Olav H. Hohmeyer & Sönke Bohm. (2014) Trends toward 100% renewable electricity supply in Germany and Europe: a paradigm shift in energy policies. WIREs Energy and Environment 4:1, pages 74-97.
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Piia Aatola, Markku Ollikainen & Anne Toppinen. (2013) Impact of the carbon price on the integrating European electricity market. Energy Policy 61, pages 1236-1251.
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Draen Lucanin & Ivona Brandic. (2013) Take a Break: Cloud Scheduling Optimized for Real-Time Electricity Pricing. Take a Break: Cloud Scheduling Optimized for Real-Time Electricity Pricing.
Massimiliano Caporin, Fulvio Fontini & Paolo Santucci de Magistris. (2018) Price Convergence within and between the Italian Electricity Day-Ahead and Dispatching Services Markets. SSRN Electronic Journal.
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Christian Pape, Arne Vogler, Oliver Woll & Christoph Weber. (2017) Forecasting the Distributions of Hourly Electricity Spot Prices - Accounting for Serial Correlation Patterns and Non-Normality of Price Distributions. SSRN Electronic Journal.
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M. T. Costa-Campi, Jordi Paniagua & Elisa Trujillo-Baute. (2015) Are Energy Market Integrations a Green Light for FDI?. SSRN Electronic Journal.
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Stein-Erik Fleten, Liv Aune Hagen, Maria Tandberg Nyggrd, Ragnhild Smith-Sivertsen & Johan M Sollie. (2014) The Overnight Risk Premium in Electricity Forward Contracts. SSRN Electronic Journal.
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Roland FFss, Steffen Mahringer & Marcel Prokopczuk. (2013) Electricity Spot and Derivatives Pricing When Markets are Interconnected. SSRN Electronic Journal.
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Simon Hagemann. (2013) Price Determinants in the German Intraday Market for Electricity: An Empirical Analysis. SSRN Electronic Journal.
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