@misc{9241710,
  abstract     = {{The introduction of renewable energy into our energy markets has fundamentally changed the way energy markets behave. Within the current literature, there is a significant gap of information on how these new energy markets' shape regional price volatility. Using panel data from the four Swedish electricity price areas (SE1–SE4) over the period 2021–2025, this study combines GARCH volatility modelling with fixed-effects panel regression. By analysing regional variation in volatility within a shared institutional framework, the study contributes to the broader literature on renewable electricity generation, market stability, and the role of system-specific conditions in shaping electricity-price volatility.}},
  author       = {{Ulander, Marcus Maximilian Wilhelm and Volkonsky, Michael Alexander}},
  language     = {{eng}},
  note         = {{Student Paper}},
  title        = {{Renewable Electricity Generation and Regional Electricity Price Volatility in Sweden: Evidence from 2021-2025}},
  year         = {{2026}},
}