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Modelling day-ahead electricity prices

Hinz, Juri - In: Applied mathematical finance 10 (2003) 2, pp. 149-161

Persistent link: https://www.econbiz.de/10001805371

Volatility modeling in equity and energy markets with applications to derivative pricing, hedging and risk management

Ignatieva, Ekaterina - 2012

Persistent link: https://www.econbiz.de/10009548356

Decoding restricted participation in sequential electricity markets

Knaut, Andreas; Paschmann, Martin - 2017

therefore analyze the drivers of restricted participation in the German intraday auctin which is a short-term electricity market … with quarter-hourly products. Applying a fundamental electricity market model with 15-minute temporal resolution, we … for price volatility and find that full market coupling may trigger quarter-hourly price valatility to decrease by a …

Persistent link: https://www.econbiz.de/10011666918

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

Valuation and risk management in the Norwegian electricity market

Bjerksund, Petter (contributor); … - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001624529

Valuation and risk management in the Norwegian Electricity market

Bjerksund, Petter; Rasmussen, Heine; Stensland, Gunnar - In: Energy, natural resources and environmental economics, (pp. 167-185). 2010

Persistent link: https://www.econbiz.de/10008651617

Price and volatility spillovers in the electricity reliability council of Texas day-ahead electricity market

Abrokwah, Ama Agyeiwaa - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 6, pp. 322-330

Persistent link: https://www.econbiz.de/10011954593

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

Electricity futures prices in an emissions constrained economy : evidence from European power markets

Daskalakis, George; Symeonidis, Lazaros; Markellos, … - In: The energy journal 36 (2015) 3, pp. 1-33

Persistent link: https://www.econbiz.de/10011403464

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

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