Search Results - subject:"negative prices"

Spot-forward Model for Electricity Prices

Stein-Erik, Fleten; Paraschiv, Florentina; Schürle, Michel - School of Finance, Universität St. Gallen - 2013

able to reproduce spikes and negative prices. Market prices are derived given an observed forward curve. We distinguish …

Persistent link: https://www.econbiz.de/10010696261

Comparison of extended mean-reversion and time series models for electricity spot price simulation considering negative prices

Keles, Dogan; Genoese, Massimo; Möst, Dominik; … - In: Energy economics 34 (2012) 4, pp. 1012-1032

Persistent link: https://www.econbiz.de/10009687450

Comparison of extended mean-reversion and time series models for electricity spot price simulation considering negative prices

Keles, Dogan; Genoese, Massimo; Möst, Dominik; … - In: Energy Economics 34 (2012) 4, pp. 1012-1032

-switching model. Since 2008 market design allows for negative prices at the European Energy Exchange, which also occurred for several … negative prices. This paper presents a new approach incorporating negative prices. …

Persistent link: https://www.econbiz.de/10011039597