Testing the Factors Affecting Intraday Market Electricity Prices by Connectedness Approach

被引：2

作者：

Arifoglu, Arif ^{[1
]}

Gokgoz, Halilibrahim ^{[1
]}

Kandemir, Tugrul ^{[1
]}

机构：

[1] Afyon Kocatepe Univ, Merkez, Turkiye

来源：

SOSYOEKONOMI | 2023年 / 31卷 / 57期

关键词：

Intraday Market; Electricity Price; Connectedness; IMPULSE-RESPONSE ANALYSIS; WIND POWER-GENERATION; NEURAL-NETWORK; IMPACT; VOLATILITY; SOLAR;

D O I：

10.17233/sosyoekonomi.2023.03.09

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

This study aims to dynamically analyse the relationship between intraday market electricity prices and day-ahead market electricity prices and the amount of electricity generated based on the primary energy resource in Turkey. In this context, the data set consisting of electricity prices in the day-ahead market, electricity prices in the day-ahead market, and electricity generation amount based on primary energy resources, covering the period from 1 January 2018 to 19 June 2022, was analysed with TVP-VAR. Findings reveal that the relationship between variables changes over time and is affected by global events. Furthermore, it has been determined that the intraday market has moved from a general receiver of volatility to a general transmitter in the post-Covid 19 period.

引用

页码：179 / 194

页数：16

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