Browsing Working Papers by Subject "Market architecture"

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Browsing Working Papers by Subject "Market architecture"

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    Title: No PUN intended: A time series analysis of the Italian day-ahead electricity prices  Author(s): PETRELLA, Andrea; SAPIO, Sandro Date: 2010 Type of Publication: Working Paper Series/Report no.: EUI RSCAS Abstract: How do changes in the market architecture affect the dynamics of deregulated electricity prices? We investigate this issue in the context of the Italian Power Exchange (IPEX), using data on the daily average day-ahead ...