Work

Transfer entropy and causal price spillovers between core and Southeast European electricity markets

Year: 2026

Type: article

Abstract: 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).

Source: Academia green energy.

DOI: 10.20935/acadenergy8196

Authors: George P. Papaioannou, George Evangelidis, Panagiotis G. Papaioannou

Institutions: University of Patras, Athens University of Economics and Business

Language: English

Topic: Market Dynamics and Volatility

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: diamond

OpenAlex ID: W7140537115

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Cites: 26

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