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Showing
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1
A regime-switching copula approach to modeling day-ahead prices in coupled
electricity
markets
Pircalabu, Anca
;
Benth, Fred Espen
- In:
Energy economics
68
(
2017
),
pp. 283-302
Persistent link: https://www.econbiz.de/10011905725
Saved in:
2
A space-time random field model for
electricity
forward prices
Benth, Fred Espen
;
Paraschiv, Florentina
- In:
Journal of banking & finance
95
(
2018
),
pp. 203-216
Persistent link: https://www.econbiz.de/10011966749
Saved in:
3
Risk premia in
electricity
forward prices
Diko, Pavel
(
contributor
);
Lawford, Steve
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
10
(
2006
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10003559094
Saved in:
4
Volatility
and liquidity on high-frequency
electricity
futures markets : empirical analysis and stochastic modeling
Kremer, Marcel
;
Benth, Fred Espen
;
Felten, Björn
; …
- In:
International journal of theoretical and applied finance
23
(
2020
)
4
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012271026
Saved in:
5
Pricing
electricity
forwards under future information on the stochastic mean-reversion level
Hess, Markus
- In:
Decisions in economics and finance : a journal of …
43
(
2020
)
2
,
pp. 751-767
Persistent link: https://www.econbiz.de/10012427666
Saved in:
6
Tail risk of
electricity
futures
Peña Sánchez de Rivera, Juan Ignacio
;
Rodríguez, Rosa
; …
- In:
Energy economics
91
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012518716
Saved in:
7
On the importance of the long-term seasonal component in day-ahead
electricity
price forecasting
Nowotarski, Jakub
;
Weron, Rafał
- In:
Energy economics
57
(
2016
),
pp. 228-235
Persistent link: https://www.econbiz.de/10011698464
Saved in:
8
Price responsiveness in
electricity
markets : implications for demand response in the Midwest
Eryilmaz, Derya
;
Smith, Timothy M.
;
Homans, Frances R.
- In:
The energy journal
38
(
2017
)
1
,
pp. 23-49
Persistent link: https://www.econbiz.de/10011661510
Saved in:
9
The strategic robustness of oligopoly
electricity
market
models
Newbery, David M. G.
;
Greve, Thomas
- In:
Energy economics
68
(
2017
),
pp. 124-132
Persistent link: https://www.econbiz.de/10011905026
Saved in:
10
Efficient representation of supply and demand curves on day-ahead
electricity
markets
Soloviova, Mariia
;
Vargiolu, Tiziano
- In:
The journal of energy markets
14
(
2021
)
1
,
pp. 99-126
Persistent link: https://www.econbiz.de/10012662353
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