{"id":"https://openalex.org/W51421631","doi":null,"title":"Electricity market interconnections and electricity price volatility","display_name":"Electricity market interconnections and electricity price volatility","publication_year":2008,"publication_date":"2008-11-01","ids":{"openalex":"https://openalex.org/W51421631","mag":"51421631"},"language":"en","primary_location":{"id":"pmh:oai:repositorio.ulisboa.pt:10400.5/2563","doi":null,"is_oa":true,"landing_page_url":"http://hdl.handle.net/10400.5/2563","pdf_url":null,"source":{"id":"https://openalex.org/S4306402433","display_name":"Portuguese National Funding Agency for Science, Research and Technology (RCAAP Project by FCT)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"working paper"},"volume":null,"type":"report","is_traditional":false,"indexed_in":[],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"http://hdl.handle.net/10400.5/2563","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":null,"display_name":"Fonseca, Nuno","orcid":null,"observed_orcids":[]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Fonseca, Nuno","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"last","author":{"id":"https://openalex.org/A5044937697","display_name":"Jo\u00e3o Duque","orcid":"https://orcid.org/0000-0003-3080-2947","observed_orcids":["https://orcid.org/0000-0003-3080-2947","https://orcid.org/0000-0002-3423-6105"]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Duque, Jo\u00e3o","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":true,"cited_by_count":0,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.4569999873638153,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.4569999873638153,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10424","display_name":"Electric Power System Optimization","score":0.26759999990463257,"subfield":{"id":"https://openalex.org/subfields/2208","display_name":"Electrical and Electronic Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.1242000013589859,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/electricity-price-volatility","display_name":"electricity price volatility","score":0.7879999876022339},{"id":"https://openalex.org/keywords/interconnection-capacity","display_name":"interconnection capacity","score":0.9070000052452087},{"id":"https://openalex.org/keywords/price-returns","display_name":"price returns","score":0.5860000252723694},{"id":"https://openalex.org/keywords/variance-reduction","display_name":"variance reduction","score":0.7829999923706055},{"id":"https://openalex.org/keywords/interconnected-electricity-markets","display_name":"interconnected electricity markets","score":0.8379999995231628},{"id":"https://openalex.org/keywords/electricity-market","display_name":"electricity market","score":0.5379999876022339}],"concepts":[{"id":"https://openalex.org/C206658404","wikidata":"https://www.wikidata.org/wiki/Q12725","display_name":"Electricity","level":2,"score":0.6643251180648804},{"id":"https://openalex.org/C146733006","wikidata":"https://www.wikidata.org/wiki/Q676081","display_name":"Electricity market","level":3,"score":0.6640864610671997},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.571738600730896},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.4976394474506378},{"id":"https://openalex.org/C2983129042","wikidata":"https://www.wikidata.org/wiki/Q870344","display_name":"Electricity price","level":3,"score":0.4452195167541504},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.34006622433662415},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.2884518504142761},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.1232912540435791},{"id":"https://openalex.org/C119599485","wikidata":"https://www.wikidata.org/wiki/Q43035","display_name":"Electrical engineering","level":1,"score":0.08923819661140442}],"mesh":[],"locations_count":1,"locations":[{"id":"pmh:oai:repositorio.ulisboa.pt:10400.5/2563","doi":null,"is_oa":true,"landing_page_url":"http://hdl.handle.net/10400.5/2563","pdf_url":null,"source":{"id":"https://openalex.org/S4306402433","display_name":"Portuguese National Funding Agency for Science, Research and Technology (RCAAP Project by FCT)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"working paper"}],"best_oa_location":{"id":"pmh:oai:repositorio.ulisboa.pt:10400.5/2563","doi":null,"is_oa":true,"landing_page_url":"http://hdl.handle.net/10400.5/2563","pdf_url":null,"source":{"id":"https://openalex.org/S4306402433","display_name":"Portuguese National Funding Agency for Science, Research and Technology (RCAAP Project by FCT)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"working paper"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320334779","display_name":"Funda\u00e7\u00e3o para a Ci\u00eancia e a Tecnologia","ror":"https://ror.org/00snfqn58"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W7099446081","https://openalex.org/W7097806333","https://openalex.org/W6887812773","https://openalex.org/W2031296120","https://openalex.org/W4414920972","https://openalex.org/W4387004973","https://openalex.org/W2947294717","https://openalex.org/W69367060","https://openalex.org/W2462396312","https://openalex.org/W3121667352"],"abstract_inverted_index":{"In":[0],"this":[1,82],"paper,":[2],"we":[3],"present":[4],"a":[5,55],"model":[6,21,66],"of":[7,16,35,48,60],"changes":[8],"in":[9,13,29,38,57],"electricity":[10,18,41,76],"price":[11,36],"returns":[12,37],"the":[14,27,33,39,58,71],"context":[15],"interconnected":[17],"markets.":[19,42,77],"This":[20,43],"predicts":[22],"an":[23,46],"inverse":[24,83],"relationship":[25,84],"between":[26,50,85],"increase":[28,47],"interconnection":[30,49,86],"capacity":[31],"and":[32,74,87],"volatility":[34,59,88],"corresponding":[40],"means":[44],"that":[45,81,91],"two":[51],"markets":[52,93],"leads":[53],"to":[54,95,101],"decrease":[56],"their":[61],"prices.":[62],"We":[63],"support":[64],"our":[65],"with":[67],"empirical":[68],"results":[69,79],"from":[70],"Australian,":[72],"European":[73],"USA":[75],"The":[78],"suggest":[80],"exists,":[89],"meaning":[90],"when":[92],"tend":[94],"be":[96,102],"physically":[97],"interconnected,":[98],"variance":[99],"tends":[100],"reduced.":[103]},"counts_by_year":[],"updated_date":"2026-10-28T10:33:24.094632","created_date":"2025-10-10T00:00:00"}
