Please use this identifier to cite or link to this item: https://doi.org/10.1016/j.econlet.2006.10.002
Title: Electricity market structure, electricity price, and its volatility
Authors: Chang, Y. 
Park, C. 
Keywords: Day-ahead market
Electricity market structure
Price volatility
Real-time market
Vesting contracts
Issue Date: 2007
Source: Chang, Y., Park, C. (2007). Electricity market structure, electricity price, and its volatility. Economics Letters 95 (2) : 192-197. ScholarBank@NUS Repository. https://doi.org/10.1016/j.econlet.2006.10.002
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. © 2006 Elsevier B.V. All rights reserved.
Source Title: Economics Letters
URI: http://scholarbank.nus.edu.sg/handle/10635/22361
ISSN: 01651765
DOI: 10.1016/j.econlet.2006.10.002
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