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
12
checked on May 24, 2023
WEB OF SCIENCETM
Citations
5
checked on May 17, 2023
Page view(s)
364
checked on May 25, 2023
Google ScholarTM
Check
Altmetric
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.