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dc.contributor.authorSimpson, John
dc.contributor.authorBuyukkara, G.
dc.contributor.authorAbraham, Santosh
dc.date.accessioned2017-01-30T10:43:45Z
dc.date.available2017-01-30T10:43:45Z
dc.date.created2015-03-03T20:13:51Z
dc.date.issued2012
dc.identifier.citationSimpson, J. and Buyukkara, G. and Abraham, S. 2012. A Contemporaneous Model of Electricity Market Interaction with Energy Stock Market Sectors. The Electricity Journal. 25 (6): pp. 98-109.
dc.identifier.urihttp://hdl.handle.net/20.500.11937/5090
dc.identifier.doi10.1016/j.tej.2012.07.001
dc.description.abstract

The motivation for this paper is to provide a methodology for tracking electricity market liberalization for policymakers and investors. The significance of country energy sector price changes in electricity price changes is evident in all countries studied, but the explanatory power varies. Even so, it is evident that the regulatory environmental impact on electricity pricing and in some cases elements of renewables costing would dominate the models, but these factors are embedded in the residuals.

dc.publisherElsevier Inc.
dc.titleA Contemporaneous Model of Electricity Market Interaction with Energy Stock Market Sectors
dc.typeJournal Article
dcterms.source.volume25
dcterms.source.number6
dcterms.source.startPage98
dcterms.source.endPage109
dcterms.source.issn1040-6190
dcterms.source.titleThe Electricity Journal
curtin.departmentSchool of Economics and Finance
curtin.accessStatusFulltext not available


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