Matches in SemOpenAlex for { <https://semopenalex.org/work/W2938509162> ?p ?o ?g. }
Showing items 1 to 63 of
63
with 100 items per page.
- W2938509162 endingPage "330" @default.
- W2938509162 startingPage "322" @default.
- W2938509162 abstract "This paper examines price and volatility spillovers in the day-ahead electricity market among the four Hubs in the Electricity Reliability Council of Texas (ERCOT) and the Southwest Power Pool (SPP). Tests of causality and impulse response functions based on a vector autoregressive model suggest cross-market spillovers from SPP to ERCOT hubs, and from North to other hubs. Examination of volatility dynamics using multivariate GARCH-BEKK suggests positively significant own ARCH and GARCH effects in North and South hubs. Examination of conditional correlations using constant conditional correlation and dynamic conditional correlation models suggest high conditional correlations between Houston and South, Houston and North, and South and North; Mid-range correlations between West and other ERCOT hubs; and low correlations between ERCOT hubs and SPP. The findings suggest that the ERCOT ISO will potentially benefit from integration with the SPP as well as improvements in transmission systems from the West to other hubs." @default.
- W2938509162 created "2019-04-25" @default.
- W2938509162 creator A5002879901 @default.
- W2938509162 date "2018-01-01" @default.
- W2938509162 modified "2023-09-23" @default.
- W2938509162 title "Price and Volatility Spillovers in the Electricity Reliability Council of Texas Day-Ahead Electricity Market" @default.
- W2938509162 hasPublicationYear "2018" @default.
- W2938509162 type Work @default.
- W2938509162 sameAs 2938509162 @default.
- W2938509162 citedByCount "0" @default.
- W2938509162 crossrefType "posted-content" @default.
- W2938509162 hasAuthorship W2938509162A5002879901 @default.
- W2938509162 hasConcept C119599485 @default.
- W2938509162 hasConcept C127413603 @default.
- W2938509162 hasConcept C129824826 @default.
- W2938509162 hasConcept C146733006 @default.
- W2938509162 hasConcept C149782125 @default.
- W2938509162 hasConcept C159877910 @default.
- W2938509162 hasConcept C162324750 @default.
- W2938509162 hasConcept C206658404 @default.
- W2938509162 hasConcept C23922673 @default.
- W2938509162 hasConcept C91602232 @default.
- W2938509162 hasConceptScore W2938509162C119599485 @default.
- W2938509162 hasConceptScore W2938509162C127413603 @default.
- W2938509162 hasConceptScore W2938509162C129824826 @default.
- W2938509162 hasConceptScore W2938509162C146733006 @default.
- W2938509162 hasConceptScore W2938509162C149782125 @default.
- W2938509162 hasConceptScore W2938509162C159877910 @default.
- W2938509162 hasConceptScore W2938509162C162324750 @default.
- W2938509162 hasConceptScore W2938509162C206658404 @default.
- W2938509162 hasConceptScore W2938509162C23922673 @default.
- W2938509162 hasConceptScore W2938509162C91602232 @default.
- W2938509162 hasIssue "6" @default.
- W2938509162 hasLocation W29385091621 @default.
- W2938509162 hasOpenAccess W2938509162 @default.
- W2938509162 hasPrimaryLocation W29385091621 @default.
- W2938509162 hasRelatedWork W10419413 @default.
- W2938509162 hasRelatedWork W1494327179 @default.
- W2938509162 hasRelatedWork W1541086836 @default.
- W2938509162 hasRelatedWork W1597800831 @default.
- W2938509162 hasRelatedWork W2012590921 @default.
- W2938509162 hasRelatedWork W2031296120 @default.
- W2938509162 hasRelatedWork W2043265905 @default.
- W2938509162 hasRelatedWork W2074380893 @default.
- W2938509162 hasRelatedWork W2089639499 @default.
- W2938509162 hasRelatedWork W2110898394 @default.
- W2938509162 hasRelatedWork W2136370617 @default.
- W2938509162 hasRelatedWork W2152483159 @default.
- W2938509162 hasRelatedWork W2625767843 @default.
- W2938509162 hasRelatedWork W2786024890 @default.
- W2938509162 hasRelatedWork W2883389535 @default.
- W2938509162 hasRelatedWork W3036996642 @default.
- W2938509162 hasRelatedWork W3121729737 @default.
- W2938509162 hasRelatedWork W3123593531 @default.
- W2938509162 hasRelatedWork W3124398902 @default.
- W2938509162 hasRelatedWork W3081790355 @default.
- W2938509162 hasVolume "8" @default.
- W2938509162 isParatext "false" @default.
- W2938509162 isRetracted "false" @default.
- W2938509162 magId "2938509162" @default.
- W2938509162 workType "article" @default.