| Article ID | Journal | Published Year | Pages | File Type | 
|---|---|---|---|---|
| 5062583 | Economics Letters | 2007 | 6 Pages | 
Abstract
												The transition of the Singapore electricity market structure shows that real-time pricing with vesting contracts appears more effective than day-ahead or real-time pricing with a cap in maintaining a low electricity price and its volatility.
Related Topics
												
													Social Sciences and Humanities
													Economics, Econometrics and Finance
													Economics and Econometrics
												
											Authors
												Youngho Chang, Cheolbeom Park, 
											