Integration of regional electricity markets in Australia: A price convergence assessment

© 2016 Elsevier B.V.From an electricity market design perspective, it is relevant and practical to know which market structures allow for price convergence, and how long this takes to achieve. This study employs the Phillips and Sul (2007, 2009) methodology to test for the convergence of wholesale e...

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Main Authors: Apergis, N., Fontini, F., Inchauspe, Julian
Format: Journal Article
Published: Elsevier 2017
Online Access:http://hdl.handle.net/20.500.11937/58200
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author Apergis, N.
Fontini, F.
Inchauspe, Julian
author_facet Apergis, N.
Fontini, F.
Inchauspe, Julian
author_sort Apergis, N.
building Curtin Institutional Repository
collection Online Access
description © 2016 Elsevier B.V.From an electricity market design perspective, it is relevant and practical to know which market structures allow for price convergence, and how long this takes to achieve. This study employs the Phillips and Sul (2007, 2009) methodology to test for the convergence of wholesale electricity prices across the Australian States. We identify a long-run, common price growth pattern that applies to a cluster formed by three Eastern States that share common market characteristics and limited physical interconnection. We also find another cluster with less competitive market structures that, although not interconnected, strongly converge towards their own trend. These findings confirm theoretical expectations while quantifying the rate of convergence. Finally, we also investigate the role that the carbon tax regime has played in the convergence process, with new empirical showing that the previous results are not affected, with the notable exception being the case of South Australia.
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publishDate 2017
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spelling curtin-20.500.11937-582002020-06-02T01:36:35Z Integration of regional electricity markets in Australia: A price convergence assessment Apergis, N. Fontini, F. Inchauspe, Julian © 2016 Elsevier B.V.From an electricity market design perspective, it is relevant and practical to know which market structures allow for price convergence, and how long this takes to achieve. This study employs the Phillips and Sul (2007, 2009) methodology to test for the convergence of wholesale electricity prices across the Australian States. We identify a long-run, common price growth pattern that applies to a cluster formed by three Eastern States that share common market characteristics and limited physical interconnection. We also find another cluster with less competitive market structures that, although not interconnected, strongly converge towards their own trend. These findings confirm theoretical expectations while quantifying the rate of convergence. Finally, we also investigate the role that the carbon tax regime has played in the convergence process, with new empirical showing that the previous results are not affected, with the notable exception being the case of South Australia. 2017 Journal Article http://hdl.handle.net/20.500.11937/58200 10.1016/j.eneco.2016.06.022 Elsevier restricted
spellingShingle Apergis, N.
Fontini, F.
Inchauspe, Julian
Integration of regional electricity markets in Australia: A price convergence assessment
title Integration of regional electricity markets in Australia: A price convergence assessment
title_full Integration of regional electricity markets in Australia: A price convergence assessment
title_fullStr Integration of regional electricity markets in Australia: A price convergence assessment
title_full_unstemmed Integration of regional electricity markets in Australia: A price convergence assessment
title_short Integration of regional electricity markets in Australia: A price convergence assessment
title_sort integration of regional electricity markets in australia: a price convergence assessment
url http://hdl.handle.net/20.500.11937/58200