High Frequency Export and Price Responses in the Ontario Electricity Market
(2008)
Journal Article
Melino, A., & Peerbocus, N. (2008). High Frequency Export and Price Responses in the Ontario Electricity Market. Energy Journal, 29(4), 35-51. https://doi.org/10.5547/ISSN0195-6574-EJ-Vol29-No4-2
Export responses to unanticipated price shocks can be a key contributing factor to the rapid mean reversion of electricity prices, a phenomenon often seen in electricity markets. In this paper, we use event analysis to demonstrate how hourly export t... Read More about High Frequency Export and Price Responses in the Ontario Electricity Market.