2021
DOI: 10.1108/jrf-01-2021-0002
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Contagions in interconnected power markets

Abstract: PurposeThis paper offers an alternative approach to assessing contagions in price and load in the Australian interconnected power markets. This approach enabled us to identify a high-risk region and assess the direction of contagions from both buyers' and sellers' perspectives.Design/methodology/approachThe author used a multinomial logit method to measure contagions. Having identified the exceedance and coexceedances, the author estimated the multinomial logit coefficients of the covariates explaining the pro… Show more

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References 77 publications
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