Browsing NHH Brage by Author "Tselika, Kyriaki"
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Essays on Energy Markets and the Environment
Tselika, Kyriaki (Doctoral thesis, 2023-12) -
The impact of variable renewables on the distribution of hourly electricity prices and their variability: A panel approach
Tselika, Kyriaki (Discussion paper;4/22, Working paper, 2022-02-02)This paper investigates the impact of intermittent renewable generation on the distribution of electricity prices and their variability in Denmark and Germany. We exploit hourly data from 2015 to 2020 and employ a novel ... -
Is the cannibalization effect of intermittent renewables important for the German wholesale electricity market?
Tselika, Kyriaki (Discussion paper;5/22, Working paper, 2022-02-02)Employing a quantile regression model, we investigate the impact of renewable sources on their unit revenues (absolute cannibalization) and value factors (relative cannibalization), as well as the cross-effect between ... -
Time and frequency dynamics of connectedness between green bonds, clean energy markets and carbon prices
Ringstad, Ingrid Emilie Flessum; Tselika, Kyriaki (Discussion paper;18/23, Working paper, 2023-11-07)In this paper, we investigate the time and frequency dynamics of connectedness among green assets such as green bonds, clean energy markets, and carbon prices. Using daily price data, we explore return spillovers across ...