The Impact of Regulatory Reforms on Demand Weighted Average Prices
Average prices are popularly used in the literature on price modeling. Calculating daily or weekly prices as an average over hourly or half-hourly trading periods assumes the same weight ignoring demand or traded volumes during those periods. Analyzing demand weighted average prices is important if...
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| Format: | Article |
| Language: | English |
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MDPI AG
2021-05-01
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| Series: | Mathematics |
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| Online Access: | https://www.mdpi.com/2227-7390/9/10/1112 |