IOR
2010
13 years 10 months ago
2010
There is a general agreement since Allaz-Vila’s seminal contribution that forward contracts mitigate market power on the spot market. This result is widely quoted and elaborated...
HICSS
2000
IEEE
14 years 4 months ago
2000
IEEE
In the first part of the paper, daily price data for the past three summer seasons in the PJM wholesale market are used to estimate a stochastic regime switching model. These data...