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Good volatility, bad volatility: What drives the asymmetric connectedness of Australian electricity markets?

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11230%2F17%3A10363789" target="_blank" >RIV/00216208:11230/17:10363789 - isvavai.cz</a>

  • Result on the web

    <a href="http://dx.doi.org/10.1016/j.eneco.2017.06.010" target="_blank" >http://dx.doi.org/10.1016/j.eneco.2017.06.010</a>

  • DOI - Digital Object Identifier

    <a href="http://dx.doi.org/10.1016/j.eneco.2017.06.010" target="_blank" >10.1016/j.eneco.2017.06.010</a>

Alternative languages

  • Result language

    angličtina

  • Original language name

    Good volatility, bad volatility: What drives the asymmetric connectedness of Australian electricity markets?

  • Original language description

    Efficient delivery of network services and the electricity infrastructure to meet the long-term consumer&apos;s interests are the main objectives and the strategies of a national electricity market, while the main interests of generators are to maximize their profit through pricing strategies. Therefore, the objective of this study is to explore whether electricity prices across the four Australian States display symmetric price volatility connectedness. The study is the first attempt in the literature to make use of intraday 5-min Australian dispatch electricity prices, spanning the period December 8th, 1998 to May 5th, 2016 to quantify asymmetries in volatility connectedness emerging from good, and bad volatility. The results provide supportive evidence that the Australian electricity markets are connected asymmetrically implying the presence of some degree of market power that is exercised by generators across regional electricity markets.

  • Czech name

  • Czech description

Classification

  • Type

    J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database

  • CEP classification

  • OECD FORD branch

    50201 - Economic Theory

Result continuities

  • Project

  • Continuities

    I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Others

  • Publication year

    2017

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Name of the periodical

    Energy Economics

  • ISSN

    0140-9883

  • e-ISSN

  • Volume of the periodical

    66

  • Issue of the periodical within the volume

    August

  • Country of publishing house

    NL - THE KINGDOM OF THE NETHERLANDS

  • Number of pages

    8

  • Pages from-to

    108-115

  • UT code for WoS article

    000412033900011

  • EID of the result in the Scopus database

    2-s2.0-85030484823