Aatola, P. ; Ollikainen, M. ; Toppinen, A. Impact of the carbon price on the integrating European electricity market. 2013 Energy Policy. 61 1236-1251
Amundsen, E.S. ; Bergman, L. Why has the Nordic electricity market worked so well? Util. 2006 Policy. 14 148-157
Andersen, T.G. ; Bollerslev, T. ; Diebold, F.X. ; Labys, P. The distribution of realized exchange rate volatility. 2001 J. Am. Stat. Assoc.. 96 42-55
Antonakakis, N. ; Chatziantoniou, I. ; Gabauer, D. Refined measures of dynamic connectedness based on time-varying parameter vector autoregressions. 2020 J. Risk Financ. Manag.. 13 -
Apergis, N. ; Baruník, J. ; Lau, M.C.K. Good volatility, bad volatility: what drives the asymmetric connectedness of Australian electricity markets?. 2017 Energy Econ.. 66 108-115
Baruník, J. ; Křehlík, T. Measuring the frequency dynamics of financial connectedness and systemic risk. 2018 J. Financ. Econ.. 16 271-296
Böckers, V. ; Heimeshoff, U. The extent of European power markets. 2014 Energy Econ.. 46 102-111
Botterud, A. ; Kristiansen, T. ; Ilic, M.D. The relationship between spot and futures prices in the Nord Pool electricity market. 2010 Energy Econ.. 32 967-978
Bunn, D.W. ; Gianfreda, A. Integration and shock transmissions across European electricity forward markets. 2010 Energy Econ.. 32 278-291
Bye, Torstein ; Hope, E. Deregulation of electricity markets: the Norwegian experience. 2005 Econ. Polit. Wkly.. 40 5269-5278
Chanatásig-Niza, E. ; Ciarreta, A. ; Zarraga, A. A volatility spillover analysis with realized semi(co)variances in Australian electricity markets. 2022 Energy Econ.. 111 -
Chang, K. ; Ge, F. ; Zhang, C. ; Wang, W. The dynamic linkage effect between energy and emissions allowances price for regional emissions trading scheme pilots in China. 2018 Renew. Sust. Energ. Rev.. 98 415-425
Chuliá, H. ; Furió, D. ; Uribe, J.M. Volatility spillovers in energy markets. 2019 Energy J.. 40 -
Cramton, P. Electricity market design. 2017 Oxf. Rev. Econ. Policy. 33 589-612
Dangl, T. ; Halling, M. Predictive regressions with time-varying coefficients. 2012 J. Financ. Econ.. 106 157-181
Daskalakis, G. ; Markellos, R.N. Are electricity risk premia affected by emission allowance prices? Evidence from the EEX, Nord Pool and Powernext. 2009 Energy Policy. 37 2594-2604
De Menezes, L.M. ; Houllier, M.A. Reassessing the integration of European electricity markets: a fractional cointegration analysis. 2016 Energy Econ.. 53 132-150
De Vany, A.S. ; Walls, W.D. Cointegration analysis of spot electricity prices: insights on transmission efficiency in the western US. 1999 Energy Econ.. 21 435-448
- Dickey, D.A. ; Fuller, W.A. Distribution of the estimators for autoregressive time series with a unit root. 1979 J. Am. Stat. Assoc.. 74 427-431
Paper not yet in RePEc: Add citation now
Diebold, F.X. ; Yilmaz, K. Better to give than to receive: predictive directional measurement of volatility spillovers. 2012 Int. J. Forecast.. 28 57-66
Diebold, F.X. ; Yilmaz, K. Measuring financial asset return and volatility spillovers, with application to global equity markets. 2009 Econ. J.. 119 158-171
Do, H.X. ; Nepal, R. ; Jamasb, T. Electricity market integration, decarbonisation and security of supply: dynamic volatility connectedness in the Irish and Great Britain markets. 2020 Energy Econ.. 92 -
Duan, K. ; Ren, X. ; Shi, Y. ; Mishra, T. ; Yan, C. The marginal impacts of energy prices on carbon price variations: evidence from a quantile-on-quantile approach. 2021 Energy Econ.. 95 -
Fengler, M.R. ; Gisler, K.I.M. A variance spillover analysis without covariances: what do we miss?. 2015 J. Int. Money Financ.. 51 174-195
- Flatabo, N. ; Doorman, G. ; Grande, O.S. ; Randen, H. ; Wangensteen, I. Experience with the Nord Pool design and implementation. 2003 IEEE Trans. Power Syst.. 18 541-547
Paper not yet in RePEc: Add citation now
Frömmel, M. ; Han, X. ; Kratochvil, S. Modeling the daily electricity price volatility with realized measures. 2014 Energy Econ.. 44 492-502
Gugler, K. ; Haxhimusa, A. ; Liebensteiner, M. Integration of European electricity markets: evidence from spot prices. 2018 Energy J.. 39 -
- Guo, L.-Y. ; Feng, C. Are there spillovers among China’s pilots for carbon emission allowances trading?. 2021 Energy Econ. 103 105574-
Paper not yet in RePEc: Add citation now
Han, L. ; Kordzakhia, N. ; Trück, S. Volatility spillovers in Australian electricity markets. 2020 Energy Econ.. 90 -
- Hans-Arild, B. The Nord Pool market model. 2016 En : ASEAN energy market integration (AEMI). :
Paper not yet in RePEc: Add citation now
Hasan, M. ; Arif, M. ; Naeem, M.A. ; Ngo, Q.-T. ; Taghizadeh-Hesary, F. Time-frequency connectedness between Asian electricity sectors. 2021 Econ. Anal. Policy. 69 208-224
Haugom, E. ; Hoff, G.A. ; Molnár, P. ; Mortensen, M. ; Westgaard, S. The forward premium in the Nord Pool power market. 2018 Emerg. Mark. Financ. Trade. 54 1793-1807
Haugom, E. ; Molnár, P. ; Tysdahl, M. Determinants of the forward premium in the Nord Pool electricity market. 2020 Energies. 13 1111-
Hellström, J. ; Lundgren, J. ; Yu, H. Why do electricity prices jump? Empirical evidence from the Nordic electricity market. 2012 Energy Econ.. 34 1774-1781
- International Energy Agency, Electricity Market Report 2023. Paris. 2023 :
Paper not yet in RePEc: Add citation now
Jamasb, T. ; Pollitt, M. Electricity market reform in the European Union: review of progress toward liberalization & integration. 2005 Energy J.. 26 11-41
Ketterer, J.C. The impact of wind power generation on the electricity price in Germany. 2014 Energy Econ.. 44 270-280
Koop, G. ; Korobilis, D. Large time-varying parameter VARs. 2013 J. Econ.. 177 185-198
Koop, G. ; Pesaran, M.H. ; Potter, S.M. Impulse response analysis in nonlinear multivariate models. 1996 J. Econ.. 74 119-147
Kyritsis, E. ; Andersson, J. ; Serletis, A. Electricity prices, large-scale renewable integration, and policy implications. 2017 Energy Policy. 101 550-560
Liu, T. ; Gong, X. Analyzing time-varying volatility spillovers between the crude oil markets using a new method. 2020 Energy Econ.. 87 -
Lyu, C. ; Scholtens, B. Integration of the international carbon market: A time-varying analysis. 2024 Renew. Sustain. Energy Rev.. 191 114102-
Ma, R. ; Liu, Z. ; Zhai, P. Does economic policy uncertainty drive volatility spillovers in electricity markets: time and frequency evidence. 2022 Energy Econ.. 107 -
Miao, K. ; Phillips, P.C.B. ; Su, L. High-dimensional VARs with common factors. 2023 J. Econ.. 233 155-183
Mjelde, J.W. ; Bessler, D.A. Market integration among electricity markets and their major fuel source markets. 2009 Energy Econ.. 31 482-491
Naeem, M.A. ; Karim, S. ; Rabbani, M.R. ; Nepal, R. ; Uddin, G.S. Market integration in the Australian National Electricity Market: fresh evidence from asymmetric time-frequency connectedness. 2022 Energy Econ.. 112 -
Nepal, R. ; Foster, J. Testing for market integration in the Australian national electricity market. 2016 Energy J.. 37 -
Nomikos, N.K. ; Soldatos, O.A. Modelling short and long-term risks in power markets: empirical evidence from Nord Pool. 2010 Energy Policy. 38 5671-5683
Park, H. ; Mjelde, J.W. ; Bessler, D.A. Price dynamics among U.S. electricity spot markets. 2006 Energy Econ.. 28 81-101
Pesaran, H.H. ; Shin, Y. Generalized impulse response analysis in linear multivariate models. 1998 Econ. Lett.. 58 17-29
Pollitt, M.G. The European single market in electricity: an economic assessment. 2019 Rev. Ind. Organ.. 55 63-87
- Sotiriadis, M.S. ; Tsotsos, R. ; Kosmidou, K. Price and volatility interrelationships in the wholesale spot electricity markets of the Central-Western European and Nordic region: a multivariate GARCH approach. 2016 Energy Syst.. 7 5-32
Paper not yet in RePEc: Add citation now
Souhir, B.A. ; Heni, B. ; Lotfi, B. Price risk and hedging strategies in Nord Pool electricity market evidence with sector indexes. 2019 Energy Econ.. 80 635-655
Sousa, J. ; Soares, I. Demand response, market design and risk: A literature review. 2020 Util. Policy. 66 -
Uddin, G.S. ; Luo, T. ; Yahya, M. ; Jayasekera, R. ; Rahman, M.L. ; Okhrin, Y. Risk network of global energy markets. 2023 Energy Econ.. 125 -
Uribe, J.M. ; Mosquera-López, S. ; Guillen, M. Characterizing electricity market integration in Nord Pool. 2020 Energy. 208 -
Weron, R. ; Zator, M. Revisiting the relationship between spot and futures prices in the Nord Pool electricity market. 2014 Energy Econ.. 44 178-190