Estimating the volatility of electricity prices: The case of the England and Wales wholesale electricity market

B-Tier
Journal: Energy Policy
Year: 2013
Volume: 60
Issue: C
Pages: 81-90

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

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

Abstract

Price fluctuations that partially comove with demand are a specific feature inherent to liberalized electricity markets. The regulatory authority in Great Britain, however, believed that sometimes electricity prices were significantly higher than what was expected and, therefore, introduced price-cap regulation and divestment series. In this study, I analyze how the introduced institutional changes and regulatory reforms affected the dynamics of daily electricity prices in the England and Wales wholesale electricity market during 1990–2001.

Technical Details

RePEc Handle
repec:eee:enepol:v:60:y:2013:i:c:p:81-90
Journal Field
Energy
Author Count
1
Added to Database
2026-01-29