Using a rolling vector error correction model to model static and dynamic causal relations between electricity spot price and related fundamental factors : the case of Greek electricity market

Papaioannou, George P.; Dikaiakos, Christos; Stratigakos, Akylas; Dramountanis, Anargyros; Alexandridis, Antonio T.

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Using a rolling vector error correction model to model static and dynamic causal relations between electricity spot price and related fundamental factors : the case of Greek electricity market

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Title:

Using a rolling vector error correction model to model static and dynamic causal relations between electricity spot price and related fundamental factors : the case of Greek electricity market

Journal:

International Journal of Energy Economics and Policy

Authors:

Papaioannou, George P.
Dikaiakos, Christos
Stratigakos, Akylas
Dramountanis, Anargyros
Alexandridis, Antonio T.

e-ISSN:

2146-4553

Document Type:

Article

Year of Publication:

2018

Language:

English (eng)

Citation:

Papaioannou, George P./Dikaiakos, Christos et. al. (2018). Using a rolling vector error correction model to model static and dynamic causal relations between electricity spot price and related fundamental factors : the case of Greek electricity market. In: International Journal of Energy Economics and Policy 8 (1), S. 38 - 54.

Appears in Collections:

International journal of energy economics and policy (IJEEP)

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