A two-stage nonlinear approach for modeling hourly spot power prices with an application to spot market risk valuation of the power yield of a solar array in Germany
Peter Kosater
| Year of publication: |
2023
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| Authors: | Kosater, Peter |
| Published in: |
The journal of energy markets. - London : Infopro Digital, ISSN 1756-3615, ZDB-ID 2466316-5. - Vol. 16.2023, 1, p. 49-96
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| Subject: | spot price modeling | spot market risk | solar and wind power top-down modeling | bottom-up solar panel yield modeling | power purchase agreement (PPA) | Spotmarkt | Spot market | Sonnenenergie | Solar energy | Deutschland | Germany | Strompreis | Electricity price | Energiemarkt | Energy market | Volatilität | Volatility | Windenergie | Wind energy | Schätzung | Estimation | Theorie | Theory | Derivat | Derivative |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JEM.2023.023 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014484965