In deregulated power markets, electricity price forecasting is the most valuable tool.
However, with inherent electricity price characteristics, such as high frequency and volatility …

Since markets are undergoing severe turbulent economic periods, this study investigates the
information transmission of energy stock markets of five regions including North America …

This study investigates the connectedness between the clean energy and Australian
electricity markets from May 2005 to December 2020. Using time-varying parameter vector …

Abstract Australian National Electricity Market (NEM) provides efficient and smooth electricity
transmission via a unique integration mechanism of different Australian regional electricity …

This paper aims to explore the underlying motivations that drive regulatory measures to
address surging electricity prices. We discuss this question with a systematic review of the …

This study investigates the relationship between wholesale electricity price behaviour and
the integration of new renewable energy sources in the electricity system in Portugal. The …

Market integration connects multiple autarkic electricity markets and facilitates the flow of
power across areas. More often than not, market integration can increase social welfare for …

Fuel price caps are one of the potential regulatory tools for controlling wholesale electricity
prices when fuel prices are volatile. In this paper, we introduce a theoretical model to study …

The tail risks can exhibit different and important features than average measures of risk in
interconnected electricity markets. This paper examines the interconnectedness of tail risks …

In this paper, we examine various characteristics of both base and peak electricity spot
prices and their returns, and investigate dependence structures, extreme co-movements, risk …