Matches in SemOpenAlex for { <https://semopenalex.org/work/W2012590921> ?p ?o ?g. }
- W2012590921 endingPage "463" @default.
- W2012590921 startingPage "454" @default.
- W2012590921 abstract "This paper examines the impact of the introduction of electricity futures on the spot-price volatility of the French (Powernext) and German (EEX) electricity markets, as well as the degree of their price correlation over the period 2002–2011. Our working hypotheses were tested based on a bivariate VECM-GARCH model. The results indicate that the introduction of futures contracts in the French electricity market, as well as the launch of the joint futures market in these countries in 2009, has decreased spot price volatility. However, this effect was not as explicit for the German market, due to data specificities. Other interesting results are: the German market dominates and leads the long run price relationship; the impact of cooling needs on demand is greater than the impact of heating needs; there is a substantial systematic pattern of electricity prices and their respective volatilities during weekdays and holidays. Overall, results are supportive of policy making at the European Commission regarding electricity market integration." @default.
- W2012590921 created "2016-06-24" @default.
- W2012590921 creator A5008506693 @default.
- W2012590921 creator A5035292532 @default.
- W2012590921 date "2013-03-01" @default.
- W2012590921 modified "2023-09-24" @default.
- W2012590921 title "Analyzing the impact of futures trading on spot price volatility: Evidence from the spot electricity market in France and Germany" @default.
- W2012590921 cites W1911634102 @default.
- W2012590921 cites W1941322958 @default.
- W2012590921 cites W1966858554 @default.
- W2012590921 cites W1997624033 @default.
- W2012590921 cites W1999029409 @default.
- W2012590921 cites W1999996900 @default.
- W2012590921 cites W2015361474 @default.
- W2012590921 cites W2020041898 @default.
- W2012590921 cites W2023592126 @default.
- W2012590921 cites W2029785942 @default.
- W2012590921 cites W2038066823 @default.
- W2012590921 cites W2050685038 @default.
- W2012590921 cites W2066899786 @default.
- W2012590921 cites W2082554602 @default.
- W2012590921 cites W2088632743 @default.
- W2012590921 cites W2093230975 @default.
- W2012590921 cites W2110898394 @default.
- W2012590921 cites W2114887124 @default.
- W2012590921 cites W2132948154 @default.
- W2012590921 cites W2134303922 @default.
- W2012590921 cites W2143428876 @default.
- W2012590921 cites W2157209639 @default.
- W2012590921 cites W2161310524 @default.
- W2012590921 cites W2161452995 @default.
- W2012590921 cites W2169047940 @default.
- W2012590921 cites W3122898452 @default.
- W2012590921 cites W3123092160 @default.
- W2012590921 doi "https://doi.org/10.1016/j.eneco.2012.09.017" @default.
- W2012590921 hasPublicationYear "2013" @default.
- W2012590921 type Work @default.
- W2012590921 sameAs 2012590921 @default.
- W2012590921 citedByCount "20" @default.
- W2012590921 countsByYear W20125909212012 @default.
- W2012590921 countsByYear W20125909212014 @default.
- W2012590921 countsByYear W20125909212015 @default.
- W2012590921 countsByYear W20125909212016 @default.
- W2012590921 countsByYear W20125909212017 @default.
- W2012590921 countsByYear W20125909212018 @default.
- W2012590921 countsByYear W20125909212020 @default.
- W2012590921 countsByYear W20125909212021 @default.
- W2012590921 countsByYear W20125909212022 @default.
- W2012590921 countsByYear W20125909212023 @default.
- W2012590921 crossrefType "journal-article" @default.
- W2012590921 hasAuthorship W2012590921A5008506693 @default.
- W2012590921 hasAuthorship W2012590921A5035292532 @default.
- W2012590921 hasConcept C106159729 @default.
- W2012590921 hasConcept C106306483 @default.
- W2012590921 hasConcept C119599485 @default.
- W2012590921 hasConcept C127413603 @default.
- W2012590921 hasConcept C146733006 @default.
- W2012590921 hasConcept C149782125 @default.
- W2012590921 hasConcept C154775046 @default.
- W2012590921 hasConcept C162324750 @default.
- W2012590921 hasConcept C166957645 @default.
- W2012590921 hasConcept C175223733 @default.
- W2012590921 hasConcept C193326847 @default.
- W2012590921 hasConcept C206658404 @default.
- W2012590921 hasConcept C23922673 @default.
- W2012590921 hasConcept C2776789725 @default.
- W2012590921 hasConcept C2983622608 @default.
- W2012590921 hasConcept C52837651 @default.
- W2012590921 hasConcept C91602232 @default.
- W2012590921 hasConcept C95457728 @default.
- W2012590921 hasConceptScore W2012590921C106159729 @default.
- W2012590921 hasConceptScore W2012590921C106306483 @default.
- W2012590921 hasConceptScore W2012590921C119599485 @default.
- W2012590921 hasConceptScore W2012590921C127413603 @default.
- W2012590921 hasConceptScore W2012590921C146733006 @default.
- W2012590921 hasConceptScore W2012590921C149782125 @default.
- W2012590921 hasConceptScore W2012590921C154775046 @default.
- W2012590921 hasConceptScore W2012590921C162324750 @default.
- W2012590921 hasConceptScore W2012590921C166957645 @default.
- W2012590921 hasConceptScore W2012590921C175223733 @default.
- W2012590921 hasConceptScore W2012590921C193326847 @default.
- W2012590921 hasConceptScore W2012590921C206658404 @default.
- W2012590921 hasConceptScore W2012590921C23922673 @default.
- W2012590921 hasConceptScore W2012590921C2776789725 @default.
- W2012590921 hasConceptScore W2012590921C2983622608 @default.
- W2012590921 hasConceptScore W2012590921C52837651 @default.
- W2012590921 hasConceptScore W2012590921C91602232 @default.
- W2012590921 hasConceptScore W2012590921C95457728 @default.
- W2012590921 hasLocation W20125909211 @default.
- W2012590921 hasOpenAccess W2012590921 @default.
- W2012590921 hasPrimaryLocation W20125909211 @default.
- W2012590921 hasRelatedWork W1517395341 @default.
- W2012590921 hasRelatedWork W1546863048 @default.
- W2012590921 hasRelatedWork W2015361474 @default.
- W2012590921 hasRelatedWork W2077022916 @default.
- W2012590921 hasRelatedWork W2088464970 @default.
- W2012590921 hasRelatedWork W2118953863 @default.
- W2012590921 hasRelatedWork W2185282643 @default.