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type_genre:"Hochschulschrift"
~person:"Bunn, Derek W."
~person:"Fleten, Stein-Erik"
~person:"Westgaard, Sjur"
~subject:"Electricity prices"
~subject:"Spot market"
~type_genre:"Article in journal"
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Search: subject_exact:"Elektrizitätstarif"
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Electricity prices
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31
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31
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17
Elektrizitätswirtschaft
17
Electricity
13
Derivat
11
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Bunn, Derek W.
Fleten, Stein-Erik
Westgaard, Sjur
Weron, Rafał
12
Trück, Stefan
6
Benth, Fred Espen
5
Nowotarski, Jakub
5
Apergēs, Nikolaos
4
Chang, Hung-hao
4
Ciarreta, Aitor
4
Gianfreda, Angelica
4
Maciejowska, Katarzyna
4
Simshauser, Paul
4
Wang, Jiun-hao
4
Zarraga, Ainhoa
4
Coutinho, Paulo C.
3
Girish, Godekere Panchakshara Murthy
3
Hurn, Stan
3
Ignatieva, Ekaterina
3
Janczura, Joanna
3
Keles, Dogan
3
Müller, Gernot
3
Paraschiv, Florentina
3
Schmeck, Maren Diane
3
Vijayalakshmi, Sedidi
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Ziel, Florian
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2
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2
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2
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2
Féron, Olivier
2
Glachant, Matthieu
2
Gruet, Pierre
2
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Energy economics
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The energy journal
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
International journal of forecasting
1
Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
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1
Pricing electricity day-ahead cap futures with multifactor skew-t densities
Matsumoto, Takuji
;
Bunn, Derek W.
;
Yamada, Yuji
- In:
Quantitative finance
22
(
2022
)
5
,
pp. 835-860
Persistent link: https://www.econbiz.de/10013367864
Saved in:
2
Bayesian estimation of electricity price risk with a multi-factor mixture of densities
Kang, Li
;
Walker, Stephen G.
;
Damien, Paul
;
Bunn, Derek W.
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1535-1544
Persistent link: https://www.econbiz.de/10013367927
Saved in:
3
Higher moments in the fundamental specification of electricity forward prices
Gianfreda, Angelica
;
Scandolo, Giacomo
;
Bunn, Derek W.
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2063-2078
Persistent link: https://www.econbiz.de/10013490922
Saved in:
4
Renewable power and electricity prices : the impact of forward markets
Peura, Heikki
;
Bunn, Derek W.
- In:
Management science : journal of the Institute for …
67
(
2021
)
8
,
pp. 4772-4788
Persistent link: https://www.econbiz.de/10012625020
Saved in:
5
Renewable energy technologies and electricity forward market risks
Koolen, Derck
;
Bunn, Derek W.
;
Ketter, Wolfgang
- In:
The energy journal
42
(
2021
)
4
,
pp. 43-67
Persistent link: https://www.econbiz.de/10013170565
Saved in:
6
The forward premium in the Nord Pool power market
Haugom, Erik
;
Hoff, Guttorm A.
;
Molnár, Peter
; …
- In:
Emerging markets finance & trade : a journal of the …
54
(
2018
)
7/8/9
,
pp. 1793-1807
Persistent link: https://www.econbiz.de/10012124542
Saved in:
7
Analysis and forecasting of electricity price risks with quantile factor models
Bunn, Derek W.
;
Andresen, Arne
;
Chen, Dipeng
; …
- In:
The energy journal
37
(
2016
)
1
,
pp. 101-122
Persistent link: https://www.econbiz.de/10011437695
Saved in:
8
A spot-forward model for electricity prices with regime shifts
Paraschiv, Florentina
;
Fleten, Stein-Erik
;
Schürle, Michael
- In:
Energy economics
47
(
2015
),
pp. 142-153
Persistent link: https://www.econbiz.de/10011527263
Saved in:
9
Resource externalities and the persistence of heterogeneous pricing behavior in an energy commodity market
Bunn, Derek W.
;
Koc, Veli
;
Sapio, Alessandro
- In:
Energy economics
48
(
2015
),
pp. 265-275
Persistent link: https://www.econbiz.de/10011533816
Saved in:
10
The overnight risk premium in electricity forward contracts
Fleten, Stein-Erik
;
Hagen, Liv Aune
;
Nygård, Maria Tandberg
- In:
Energy economics
49
(
2015
),
pp. 293-300
Persistent link: https://www.econbiz.de/10011537092
Saved in:
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