Search Results - subject:"Day-ahead prices"

How are day-ahead prices informative for predicting the next day's consumption of natural gas? : evidence from France

Thomas, Arthur; Massol, Olivier; Sévi, Benoît - In: The energy journal 43 (2022) 5, pp. 1-25

Persistent link: https://www.econbiz.de/10013412750

Negative price spikes at power markets: The role of energy policy

Gerster, Andreas - 2016

In Germany, substantial drops in wholesale power prices have become a regular phenomenon. While such price drops have far-reaching implications for the functioning of the power market, their underlying determinants remain poorly understood. To fill this gap, we propose a Markov regime-switching...

Persistent link: https://www.econbiz.de/10011533200

Negative price spikes at power markets : the role of energy policy

Gerster, Andreas - 2016

Persistent link: https://www.econbiz.de/10011532229

Measuring model risk in the European Energy Exchange

Gianfreda, Angelica; Scandolo, Giacomo - In: Handbook of recent advances in commodity and financial …, (pp. 89-110). 2018

Persistent link: https://www.econbiz.de/10011898620

Modelling electricity day–ahead prices by multivariate Lévy semistationary processes

Veraart, Almut E. D.; Veraart, Luitgard A. M. - School of Economics and Management, University of Aarhus - 2012

semistationary (MLSS) processes. Day–ahead prices specify the prices for electricity delivered over certain time windows on the next … to describe the different day–ahead prices for the different delivery periods on the next day. We extend the work by … from the European Energy Exchange (EEX) and give new insights into the intra–daily correlation structure of electricity day–ahead …

Persistent link: https://www.econbiz.de/10010851204

Negative price spikes at power markets : the role of energy policy

Gerster, Andreas - In: Journal of regulatory economics 50 (2016) 3, pp. 271-289

Persistent link: https://www.econbiz.de/10011669942