Short Term Relationships between European Electricity Markets
Rafik Jbir and
Lanouar Charfeddine ()
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Rafik Jbir: Université de Gabès, BP 100, ISG Gabès, rue Jilani Al Habib, 6000, Gabès, Tunisie
Asian Economic and Financial Review, 2012, vol. 2, issue 2, 276-281
This paper investigates the short term relationship between the three major European electricity markets: France, Germany and Italy. Using a multivariate analysis, we study the impact of each electricity price changes in one country on the electricity price of the others two countries. Empirical results show that there is a positive impact of common reforms in Europe. Indeed, there is an interdependence of electricity prices especially between Germany and Italy.
Keywords: Electricity prices; Europeans countries; VAR model. (search for similar items in EconPapers)
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Persistent link: https://EconPapers.repec.org/RePEc:asi:aeafrj:2012:p:276-281
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