A Contemporaneous Model of Electricity Market Interaction with Energy Stock Market Sectors

John Simpson; Goknur Buyukkara; Santosh Mon Abraham

doi:10.1016/j.tej.2012.07.001

A Contemporaneous Model of Electricity Market Interaction with Energy Stock Market Sectors

John Simpson
, Goknur Buyukkara
, Santosh Mon Abraham

Division of Accounting and Finance

Curtin University

Research output: Contribution to journal › Article › peer-review

5 Citations (Scopus)

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.

Original language	English
Pages (from-to)	98-109
Number of pages	12
Journal	Electricity Journal
Volume	25
Issue number	6
DOIs	https://doi.org/10.1016/j.tej.2012.07.001
Publication status	Published - Jul 2012

UN SDGs

This output contributes to the following UN Sustainable Development Goals (SDGs)

SDG 7 Affordable and Clean Energy

Access to Document

10.1016/j.tej.2012.07.001

Cite this

@article{5594c02d5ca14612aeef8a6a9ce46e1b,

title = "A Contemporaneous Model of Electricity Market Interaction with Energy Stock Market Sectors",

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.",

author = "John Simpson and Goknur Buyukkara and Abraham, \{Santosh Mon\}",

year = "2012",

month = jul,

doi = "10.1016/j.tej.2012.07.001",

language = "English",

volume = "25",

pages = "98--109",

journal = "Electricity Journal",

issn = "1040-6190",

publisher = "Elsevier Inc.",

number = "6",

}

TY - JOUR

T1 - A Contemporaneous Model of Electricity Market Interaction with Energy Stock Market Sectors

AU - Simpson, John

AU - Buyukkara, Goknur

AU - Abraham, Santosh Mon

PY - 2012/7

Y1 - 2012/7

N2 - 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.

AB - 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.

UR - https://www.scopus.com/pages/publications/84865364922

U2 - 10.1016/j.tej.2012.07.001

DO - 10.1016/j.tej.2012.07.001

M3 - Article

AN - SCOPUS:84865364922

SN - 1040-6190

VL - 25

SP - 98

EP - 109

JO - Electricity Journal

JF - Electricity Journal

IS - 6

ER -

A Contemporaneous Model of Electricity Market Interaction with Energy Stock Market Sectors

Abstract

UN SDGs

Access to Document

Other files and links

Fingerprint

Cite this