Conditionally independent increment processes for modeling electricity prices with regard to renewable power generation
Daniel Lingohr, Gernot Müller
| Year of publication: |
2021
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|---|---|
| Authors: | Lingohr, Daniel ; Müller, Gernot |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 103.2021, p. 1-19
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| Subject: | Dependence modeling | External process | Forecast information | Intraday prices | Market price of risk | Power cap | Power floor | Residual demand | Spikes | Strompreis | Electricity price | Elektrizitätswirtschaft | Electric power industry | Theorie | Theory | Prognoseverfahren | Forecasting model | Spotmarkt | Spot market | Erneuerbare Energie | Renewable energy | Deutschland | Germany | Energiemarkt | Energy market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2021.105244 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013363910