Please use this identifier to cite or link to this item: https://doi.org/10.1016/j.econlet.2006.10.002
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dc.titleElectricity market structure, electricity price, and its volatility
dc.contributor.authorChang, Y.
dc.contributor.authorPark, C.
dc.date.accessioned2011-05-03T08:09:04Z
dc.date.available2011-05-03T08:09:04Z
dc.date.issued2007
dc.identifier.citationChang, 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
dc.identifier.issn01651765
dc.identifier.urihttp://scholarbank.nus.edu.sg/handle/10635/22361
dc.description.abstractThe 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.
dc.description.urihttp://libproxy1.nus.edu.sg/login?url=http://dx.doi.org/10.1016/j.econlet.2006.10.002
dc.sourceScopus
dc.subjectDay-ahead market
dc.subjectElectricity market structure
dc.subjectPrice volatility
dc.subjectReal-time market
dc.subjectVesting contracts
dc.typeArticle
dc.contributor.departmentECONOMICS
dc.description.doi10.1016/j.econlet.2006.10.002
dc.description.sourcetitleEconomics Letters
dc.description.volume95
dc.description.issue2
dc.description.page192-197
dc.description.codenECLED
dc.identifier.isiut000246187600006
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