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Detecting Structural breakpoints in natural gas and electricity wholesale prices via Bayesian ensemble approach, in the era of energy prices turmoil of 2022 period: the cases of ten European markets
Panayotis G. Papaioannou, George P. Papaioannou, George Evangelidis +1
We investigate the impact of several critical events associated with the Russo Ukrainian war, started officially on 24 February 2022 with the Russian invasion of Ukraine, on ten Eu…
Using nonlinear stochastic and deterministic (chaotic tools) to test the EMH of two Electricity Markets the case of Italy and Greece
George P Papaioannou, Christos Dikaiakos, Anargyros Dramountanis +2
Utilization of non-linear tools to characterize the state of development of the electricity markets in Italy and Greece. This is equivalent to testing the Efficient Market Hypothes…
Dynamic Conditional Correlation between Electricity and Stock markets during the Financial Crisis in Greece
Panagiotis G. Papaioannou, George P. Papaioannou, Kostas Siettos +2
Liberalization of electricity markets has increasingly created the need for understanding the volatility and correlation structure between electricity and financial markets. This w…
Modeling the stylized facts of wholesale system marginal price (SMP) and the impacts of regulatory reforms on the Greek Electricity Market
G. Papaioannou, P. Papaioannou, N. Parliaris
This work presents the results of an empirical research with the target of modeling the stylized facts of the daily expost System Marginal Price (SMP) of the Greek wholesale electr…