Examining the long term relationships between energy commodities prices and carbon prices on electricity prices using Markov Switching Regression
The present work aims to quantitatively measure the relationships between the price of energy commodities, coal, gas natural, fuel oil, carbon prices and the price of wholesale electricity in the Iberian Electricity Market, using 2018 daily data. To examine this relationship, we considered both tech...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2022-06-01
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| Series: | Energy Reports |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2352484722006734 |