Transfer entropy and causal price spillovers between core and Southeast European electricity markets
Introduction: This study examines the causal dynamics of electricity market integration and price differentials across seven European markets—Austria, Bulgaria, Greece, Hungary, Italy (South), Romania, and Slovenia—using the nonlinear, information-theoretic framework of Normalized Transfer Entropy (NTE).
Authors
- George P. Papaioannou (ORCID: https://orcid.org/0000-0002-0893-8576)
- George Evangelidis
- Panagiotis G. Papaioannou
Institutions
- University of Patras (GR)
- American Transmission Company (United States) (US)
- Athens University of Economics and Business (GR)
Publication Details
- Journal
- Academia green energy.
- Published
- 2026-03-26
- DOI
- https://doi.org/10.20935/acadenergy8196
- Primary Topic
- Electric Power System Optimization
- Type
- article
- Field-Weighted Citation Impact
- 0.00