In this paper we address the issue of modeling spot electricity prices. After analyzing factors leading to the …. The model can thus be used for risk management and pricing derivatives written on the spot electricity price. …

- modeling wholesale power market prices. We apply standard methods and a novel spectral domain technique to conclude that … electricity price returns exhibit periodic correlation with daily and weekly periods. As such they should be modeled with …

models deal with electricity investments and operations, but some oil and gas applications are also presented. We consider … research coincides with the birth of linear programming, and most models within the market paradigm have not yet found their …

’s restructured electricity sector and its performance are discussed. The effects on wholesale market prices are analyzed. The … shortages, and utility insolvencies in California’s electricity sector. A necessary first step in determining the lessons … learned from the California electricity crisis is a diagnosis of its causes. This requires a clear understanding of the …

’s restructured electricity sector and its performance are discussed. The effects on wholesale market prices are analyzed. The … shortages, and utility insolvencies in California’s electricity sector. A necessary first step in determining the lessons … learned from the California electricity crisis is a diagnosis of its causes. This requires a clear understanding of the …

covers 84 Commonwealth, State and Territory government businesses involved in electricity, water, urban transport, rail …

-metropolitan areas over the last decade. It specifically examines electricity, gas, water and sewerage, urban transport, ports, railways …

Motivated by the new auction format introduced in the England and Wales electricity market, as well as the recent … debate in California, we characterize bidding behavior and market outcomes in uniform and discriminatory electricity auctions … productive efficiency is ambiguous. The comparative effects of other market design features, such as the number of steps in …

This paper analyses electricity generation in four Australian states and the Northern Territory in the late 1990s It … finds that productivity growth estimates for electricity generators can change significantly when allowance is made for …