Please use this identifier to cite or link to this item:
|Title:||Electricity market structure, electricity price, and its volatility||Authors:||Chang, Y.
Electricity market structure
|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.
checked on Feb 18, 2020
WEB OF SCIENCETM
checked on Feb 11, 2020
checked on Feb 19, 2020
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.