Integration and convergence in European electricity markets
Bibliographic Data
| ID | 12989294 |
|---|---|
| Authors | Davide Ciferri (corresponding author), Maria Chiara D’Errico (0000-0002-3337-2252, University of Perugia), Paolo Polinori (0000-0003-3477-965X, University of Perugia) |
| Year | 2019 |
| Volume | 37 |
| Issue | 2 |
| Pages | 463-492 |
| Publication date | 2019-10-14 |
| Open Access | Yes |
| Type | ARTICLE |
| Venue | Economia Politica (JOURNAL) |
| Journal identifiers | ISSN: 1973-820X • E-ISSN: 1120-2890 |
| Publisher | Springer Science+Business Media (PUBLISHER • DE) |
| DOI | 10.1007/s40888-019-00163-7 |
| OpenAlex | W3031482947 |
| Language | EN |
| Citations received | 2 |
| References cited | 36 |
Cointegration · Convergence (economics · Econometrics · Economics · Electricity · Electricity market · Error correction model · Financial economics · Futures contract · Granger causality · Macroeconomics · Market integration · Spot contract · Variance (accounting · Variance decomposition of forecast errors · Vector autoregression · Electric Power System Optimization · Market Dynamics and Volatility · Monetary Policy and Economic Impact
Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
Efficient Tests for an Autoregressive Unit Root
Testing for a unit root in time series regression
Testing the null hypothesis of stationarity against the alternative of a unit root
Distribution of the Estimators for Autoregressive Time Series with a Unit Root
Harnessing Variable Renewables
Market coupling between electricity markets
Evaluating the evidence on electricity reform
Electricity and telecoms reforms in the EU
| Citations per year | 2 |
|---|---|
| Citation span | 2025 - 2025 (1) |
| Highly cited | No |