Short Term Relationships between European Electricity Markets
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Keywords

Electricity prices, Europeans countries, VAR model.

How to Cite

Jbir, R. ., & Charfeddine, L. . (2012). Short Term Relationships between European Electricity Markets. Asian Economic and Financial Review, 2(2), 276–281. Retrieved from https://archive.aessweb.com/index.php/5002/article/view/755

Abstract

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.

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