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• W1966858554 startingPage "278" @default.
• W1966858554 abstract "New results are presented relating to the integration of the French, German, British, Dutch and Spanish power markets at day-ahead, week-ahead, one month-ahead and two month-ahead lead times. Overall, there is evidence of market integration, increasing over time, despite an underlying inefficiency in each market with respect to the forward and spot price convergence. The spatial analysis, on a financial dimension, is undertaken using causality tests, cointegration and impulse-response techniques, for both price levels and volatilities. In general we find less influence of the size and proximity of neighbouring markets than other studies, more integration at baseload than peak, and, surprisingly, less integration in forwards than spot prices." @default.
• W1966858554 created "2016-06-24" @default.
• W1966858554 creator A5033832888 @default.
• W1966858554 creator A5082693516 @default.
• W1966858554 date "2010-03-01" @default.
• W1966858554 modified "2023-10-17" @default.
• W1966858554 title "Integration and shock transmissions across European electricity forward markets" @default.
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• W1966858554 doi "https://doi.org/10.1016/j.eneco.2009.09.005" @default.
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