1 citations · 2 across the 3 of their papers we have counts for
3 papers
econ.EM2024★ 1 cited
Identifying Elasticities in Autocorrelated Time Series Using Causal Mechanism Graphs
Silvana Tiedemann, Jorge Sanchez Canales, Felix Schur +5
Instrumental variable (IV) methods are widely used to estimate the price elasticity of demand from observational data. However, naive IV estimators may be inconsistent in settings…
stat.AP2023
Statistical electricity price forecasting: A structural approach
Raffaele Sgarlato
The availability of historical data related to electricity day-ahead prices and to the underlying price formation process is limited. In addition, the electricity market in Europe…
econ.EM2023★ 1 cited
Price elasticity of electricity demand: Using instrumental variable regressions to address endogeneity and autocorrelation of high-frequency time series
Silvana Tiedemann, Raffaele Sgarlato, Lion Hirth
This paper examines empirical methods for estimating the response of aggregated electricity demand to high-frequency price signals, the short-term elasticity of electricity demand.…