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Electricity spot trading in Germany: Price formation and convergence

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journal contribution
posted on 2023-05-19, 23:26 authored by Growitsch, C, Nepal, R
This paper analyses the price developments between the European Energy Exchange EEX and OTC wholesale spot markets in Germany using a linear state space model based on Kalman filter analysis. Our results suggest increasingly integrated German wholesale spot markets for electricity. The results remain the same when correcting for the influence of the introduction of the emissions allowance trading.

History

Publication title

Energy Studies Review

Volume

18

Pagination

34-46

ISSN

0843-4379

Department/School

TSBE

Publisher

McMaster University, DeGroote School of Business

Place of publication

Canada

Rights statement

Copyright 2011 Energy Studies Review

Repository Status

  • Open

Socio-economic Objectives

Industrial organisations; Industry costs and structure

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