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NTIS 바로가기자원·환경경제연구 = Environmental and resource economics review, v.31 no.3, 2022년, pp.393 - 417
이서진 (홍익대학교 경제학부) , 김영민 (전북대학교 무역학과)
Using hourly SMP data from 2016 to 2020, this paper measures the weekly realized volatility and investigates the main force of its determinants. To this end, we extend the Bayesian variable selection by incorporating the regime-switching model which identifies important variables among a large numbe...
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신동현.김재혁, "전력 발전시장의 충격식별과 계통한계가격 변동성 분석: 전력수요 예측오차 충격을 중심으로", 「응용경제」, 제17권 제2호, 2015, pp. 121~166.
전력거래소, "변동비반영시장 평가진단 및 개선 연구", 2005.
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