Convergence of day-ahead and future prices in the context of European power market coupling: Historical analysis of spot and future electricity prices in Germany, France, Netherlands and Belgium
Since November 2010, the French, Belgian, German and Dutch electricity markets are sharing a common mechanism for Day Ahead price formation called “Market Coupling”. This implicit auctioning system for cross border flows management is part of a regional market integration policy which constitutes an intermediary step toward fully integrated European markets. Within a few years, power markets had evolved a lot, and faced many changes (completion of the deregulation process, renewable integration, …). They were also indirectly affected by the consequences of the Japanese nuclear catastrophe in 2... Mehr ...
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Dokumenttyp: | Student thesis |
Erscheinungsdatum: | 2012 |
Verlag/Hrsg.: |
KTH
Elektriska energisystem |
Schlagwörter: | Electrical Engineering / Electronic Engineering / Information Engineering / Elektroteknik och elektronik |
Sprache: | Englisch |
Permalink: | https://search.fid-benelux.de/Record/base-27006151 |
Datenquelle: | BASE; Originalkatalog |
Powered By: | BASE |
Link(s) : | http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-98670 |