Name

Description

Financial Data Set

1

ase:

Athens Stock Exchange General Index

2

stoxx:

European Stock 50 Index (Euro stoxx 50)

3

vstoxx:

European Stock 50 Volatility Index (vstoxx)

4

ppc:

Public Power Corporation (PPC) Stock price

5

gbonds:

Greek Government 10 year Bond yield

Energy Commodities Data Set

1

eua:

European Union Allowance (EU Emissions Trading Scheme): ?tCO₂ (Phase II)

2

ngas:

Natural gas price, NBP, UK ?MWh

3

brent:

Brent Oil price, ?bbl

4

Lignite price:

Lignite Fuel Cost of a “typical” Lignite-fired Power plant (?MWh)

Power (Electricity) Data Set

1

smp:

Greek Electricity Market wholesale or System Marginal Price (ex-ante) (?MWh)

2

load:

Electricity load (Mw) (ex-post)