Browsing NTNU i Ålesund by Author "Solibakke, Per Bjarte"
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The Nordic/Baltic Spot Electric Power System Price: Univariate Nonlinear Impulse-Response Analysis
Solibakke, Per Bjarte (Journal article; Peer reviewed, 2017)This paper revisits the conditional mean and volatility density characteristics of the System Price settled by the Nordic/Baltic Spot electric power market (1993-2017). The main purpose of this paper is an analysis of the ...