Skip to Main content Skip to Navigation

Empirical analysis of Italian electricity market

Abstract : Deregulation of electricity market has displayed many changes in the economy and has influenced researchers to initiate studies in this field. The issue of the deregulated arises as the volatility of the wholesale price increases because of the new mechanism in price determination. Italy provides an interesting case study for exploring the electricity market because of its specifications. Our project consists of three independent quantitative research to view the Italian electricity market in three different angles. The first study is aimed to address the forecasting issue caused by the volatility of electricity market. The result suggests alternative forecasting method for modelling electricity price on Italy and comparisons between univariate and panel framework. The second research examines the impact of renewable energy on the congestion occurrence and cost. We analyse quantitative properties of the econometric estimation in order to gain insight into the economic mechanism and to draw policy suggestion. Finally, the final research attempts to address the interdependence of prices in six macro-zones of the Italian electricity market.
Document type :
Complete list of metadata

Cited literature [77 references]  Display  Hide  Download
Contributor : ABES STAR :  Contact
Submitted on : Tuesday, July 18, 2017 - 8:33:05 AM
Last modification on : Friday, August 5, 2022 - 2:49:41 PM
Long-term archiving on: : Saturday, January 27, 2018 - 2:40:21 AM


Version validated by the jury (STAR)


  • HAL Id : tel-01563698, version 1


Faddy Ardian. Empirical analysis of Italian electricity market. Economics and Finance. Université Paris-Saclay, 2016. English. ⟨NNT : 2016SACLX018⟩. ⟨tel-01563698⟩



Record views


Files downloads