%0 Journal Article %T Short Term Relationships between European Electricity Markets %A Rafik Jbir %A Lanouar Charfeddine %J Asian Economic and Financial Review %D 2012 %I Asian Economic and Social Society %X This paper investigates the short term relationship between the three major European electricity markets: France, Germany and Italy. Using a multivariate analysis, we study the impact of each electricity price changes in one country on the electricity price of the others two countries. Empirical results show that there is a positive impact of common reforms in Europe. Indeed, there is an interdependence of electricity prices especially between Germany and Italy. %K Electricity prices %K Europeans countries %K VAR model %U http://www.aessweb.com/abstract.php?m=June2012&id=5002&aid=1375