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August 13, 2026Sustainable Energy Technologies and AssessmentsOpen Access

From crisis to persistence: analyzing electricity price volatility in Slovenia during the COVID-19, Russia-Ukraine war, and renewable energy integration

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Authors

RKRamanpreet KaurDGDušan Gabrijelčič

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Overview

Randomized trial analyzes electricity price volatility in Slovenia, suggesting advanced modeling is necessary for structural changes.

Key Points

  • This study aims to analyze electricity price volatility in Slovenia, particularly focusing on the impacts of external shocks and renewable energy integration.
  • Developed an event-aware, fundamentals-based volatility framework.
  • Applied the EGARCH-X model to Slovenia's day-ahead electricity market from 2019 to 2024.
  • Utilized regime-switching models to identify persistent high-volatility states.
  • Showed that volatility dynamics are event-dependent and increased by load fluctuations and fossil fuel price shocks.
  • Identified that renewable energy has a limited stabilizing effect after a certain penetration level.
  • Demonstrated that volatility becomes more persistent following large-scale renewable energy integration.

Cite This Study

Kaur et al. (2026) studied this question.

synapsesocial.com/papers/6a7d76bd2b0e0cff3f64054ahttps://doi.org/10.1016/j.seta.2026.105296
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