What Fuels the Volatility of Electricity Prices?

B-Tier
Journal: The Energy Journal
Year: 2025
Volume: 46
Issue: 2
Pages: 201-225

Authors (3)

Alessio Saretto (Federal Reserve Bank of Dallas) Anastasia Shcherbakova (not in RePEc) Jeremy Lin (not in RePEc)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We use emergency outages of coal generators as an exogenous source of variation in the power generation stack to study how changes in marginal fuel affect real-time price volatility. Contrary to anecdotal evidence, we find that wholesale prices are less volatile when natural gas is on the margin more often. JEL Classification: Q4

Technical Details

RePEc Handle
repec:sae:enejou:v:46:y:2025:i:2:p:201-225
Journal Field
Energy
Author Count
3
Added to Database
2026-01-29