Clean Energy, Australian Electricity Markets, and Information Transmission

Sitara Karim; Muhammad Abubakr Naeem

doi:10.46557/001c.29973

Clean Energy, Australian Electricity Markets, and Information Transmission

Sitara Karim, Muhammad Abubakr Naeem

Research output: Contribution to journal › Article › peer-review

42 Citations (Scopus)

Abstract

This study investigates the connectedness between the clean energy and Australian electricity markets from May 2005 to December 2020. Using time-varying parameter vector autoregressions, we find weak connectedness between the clean energy and Australian electricity markets. The weak connectedness of the clean energy markets to the electricity markets illustrates the diversification potential of clean energy for Australian electricity markets. We cite several implications for policymakers, regulatory bodies, investors, and market participants.

Original language	English
Journal	Energy Research Letters
Volume	3
Issue number	3
DOIs	https://doi.org/10.46557/001c.29973
Publication status	Published - 2022
Externally published	Yes

Keywords

Australian energy markets
clean energy
JEL G00 K32 I94
TVP-VAR

ASJC Scopus subject areas

Energy (miscellaneous)

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10.46557/001c.29973

Cite this

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AB - This study investigates the connectedness between the clean energy and Australian electricity markets from May 2005 to December 2020. Using time-varying parameter vector autoregressions, we find weak connectedness between the clean energy and Australian electricity markets. The weak connectedness of the clean energy markets to the electricity markets illustrates the diversification potential of clean energy for Australian electricity markets. We cite several implications for policymakers, regulatory bodies, investors, and market participants.

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KW - clean energy

KW - JEL G00 K32 I94

KW - TVP-VAR

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Clean Energy, Australian Electricity Markets, and Information Transmission

Abstract

Keywords

ASJC Scopus subject areas

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