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A semiparametric factor model for electricity forwardcurve dynamics
Borak, Szymon; Weron, Rafał - Sonderforschungsbereich Ökonomisches Risiko <Berlin> - 2008
In this paper we introduce the dynamic semiparametric factor model (DSFM) for electricity forward curves. The biggest … forward electricity contracts, but also to a parsimonious factor representation of the curve. Using closing prices from the …
Persistent link: https://www.econbiz.de/10005860496
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Wholesale Electricity Trading in the Deregulated German Electricity Market - Results and Insights from an Empirical Study
Strecker, Stefan; Weinhardt, Christof - Universität <Karlsruhe> / Lehrstuhl für … - 2001
The deregulation of the German energy sector changes transaction relations, trading processes and contract design. We report on the findings of a field research survey conductet in the deregulated German wholsale trading market between April and June 2000.
Persistent link: https://www.econbiz.de/10005841752
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Electronic OTC Trading in the German Wholesale Electricity Market
Strecker, Stefan; Weinhardt, Christof - Universität <Karlsruhe> / Lehrstuhl für … - 2000
energy has been a business activity between vertically integrated utilities for a long time, wholesale electricity trading in …
Persistent link: https://www.econbiz.de/10005842694