Price Behavior and Market Integration in European Union Electricity Markets: A VECM Analysis

This study examines the integration and price behavior of European Union electricity markets using a Vector Error Correction Model (VECM). Employing daily wholesale day-ahead electricity prices from 24 EU countries spanning October 2017 to September 2024, the research identifies seven regional clust...

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Bibliographic Details
Main Authors: Cristian Valeriu Stanciu, Narcis Eduard Mitu
Format: Article
Language:English
Published: MDPI AG 2025-02-01
Series:Energies
Subjects:
Online Access:https://www.mdpi.com/1996-1073/18/4/770
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