| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 707404 | The Electricity Journal | 2007 | 10 Pages |
Abstract
Export responses to unanticipated price shocks can be a key contributing factor to the rapid mean reversion of electricity prices. The authors use event analysis – a technique more familiar from financial applications – to demonstrate how hourly export transactions respond to negative supply shocks in the Ontario electricity market.
Related Topics
Physical Sciences and Engineering
Energy
Energy Engineering and Power Technology
Authors
Nash Peerbocus, Angelo Melino,