A multi-factor approach to modelling the impact of wind energy on electricity spot prices
Year of publication: |
2021
|
---|---|
Authors: | Rowińska, Paulina A. ; Veraart, Almut E. D. ; Gruet, Pierre |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 104.2021, p. 1-14
|
Subject: | CARMA model | Electricity futures prices | Electricity spot prices | Lévy process | Lévy semistationary process | Wind energy | Strompreis | Electricity price | Spotmarkt | Spot market | Windenergie | Stochastischer Prozess | Stochastic process | Elektrizitätswirtschaft | Electric power industry | Energiehandel | Energy trade |
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