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
Citation: 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
Appears in Collections:Staff Publications

Show full item record
Files in This Item:
There are no files associated with this item.

SCOPUSTM   
Citations

11
checked on Sep 19, 2020

WEB OF SCIENCETM
Citations

5
checked on Sep 11, 2020

Page view(s)

172
checked on Sep 15, 2020

Google ScholarTM

Check

Altmetric


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.