A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2019; you can also visit the original URL.
The file type is application/pdf.
Does Indian Spot Electricity Price Series Exhibit Inverse-Leverage Effect?
2018
Theoretical Economics Letters
Preserved Fulltext
In this study, we investigate whether Indian Spot Electricity Price Series exhibit Inverse-Leverage effect by modeling Indian spot electricity price using ARIMA-EGARCH model using data given by Indian Energy Exchange from January 1 st 2014 to 31 st December 2015 accounting for 730 days and 17,520 hourly spot prices for all the five regions of Indian electricity market. Conditional mean and conditional variance equations are estimated. The results of the study provide crucial insights for power
doi:10.4236/tel.2018.83017
fatcat:nhtzbcz3erfxrerg4zzyq27afm