Advanced Search

Show simple item record

dc.contributor.authorYıldırım, Selim
dc.contributor.authorKostakoğlu, S. Fatih
dc.contributor.authorTemizel, Fatih
dc.date.accessioned2019-10-18T18:43:50Z
dc.date.available2019-10-18T18:43:50Z
dc.date.issued2016
dc.identifier.issn1306-6730
dc.identifier.urihttps://hdl.handle.net/11421/10441
dc.descriptionWOS: 000441980400013en_US
dc.description.abstractIn this study, behavior of spot electricity prices against the shock in Denmark, Finland, Sweden, Norway which have a large share of the Nordic electricity market are investigated. The series include 1024 observations as a daily frequency between 22.04.2013 and 09.02.2016. SE1, SE2, SE3 and SE4; FI; DK1, DK2 display spot electricity prices respectively in Sweden, Finland and Denmark. Also; Oslo, Kr. sand, Bergen Molde, Tr. heim ve Tromsa show spot electricity prices in Norway. The findings at the end of analysis indicate that series are not stationary and shocks have permanent impact on the series. Empirical findings of the Nason test shows regions that economics shocks have permanent impact on the series.en_US
dc.language.isoturen_US
dc.publisherEskisehir Osmangazi University, Fac Educationen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectElectricity Marketen_US
dc.subjectWavelet Stationairty Approachen_US
dc.subjectNason Testen_US
dc.titleTransience of Shocks in Nordic Spot Electricity Markets: Wavelet Stationarity Approachen_US
dc.typearticleen_US
dc.relation.journalEskisehir Osmangazi Universitesi Iibf Dergisi-Eskisehir Osmangazi University Journal of Economics and Administrative Sciencesen_US
dc.contributor.departmentAnadolu Üniversitesien_US
dc.identifier.volume11en_US
dc.identifier.issue2en_US
dc.identifier.startpage251en_US
dc.identifier.endpage268en_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.contributor.institutionauthorTemizel, Fatih


Files in this item

FilesSizeFormatView

There are no files associated with this item.

This item appears in the following Collection(s)

Show simple item record