Similar Search Results

Determinants of the premium in forward contracts

Redl, Christian; Bunn, Derek W. - In: Journal of regulatory economics 43 (2013) 1, pp. 90-111

Persistent link: https://www.econbiz.de/10009696985

A pricing mechanism to jointly mitigate market power and environmental externalities in electricity markets

Varawala, Lamia; Hesamzadeh, Mohammad Reza; Dán, György; … - In: Energy economics 121 (2023), pp. 1-14

Persistent link: https://www.econbiz.de/10014438471

Integration and shock transmissions across European electricity forward markets

Bunn, Derek W.; Gianfreda, Angelica - In: Energy economics 32 (2010) 2, pp. 278-291

Persistent link: https://www.econbiz.de/10003954605

Structural analysis of electricity demand and supply interactions

Fezzi, Carlo; Bunn, Derek W. - In: Oxford bulletin of economics and statistics 72 (2010) 6, pp. 827-856

Persistent link: https://www.econbiz.de/10008779879

Analysis and forecasting of electricity price risks with quantile factor models

Bunn, Derek W.; Andresen, Arne; Chen, Dipeng; … - In: The energy journal 37 (2016) 1, pp. 101-122

Persistent link: https://www.econbiz.de/10011437695

Resource externalities and the persistence of heterogeneous pricing behavior in an energy commodity market

Bunn, Derek W.; Koc, Veli; Sapio, Alessandro - In: Energy economics 48 (2015), pp. 265-275

Persistent link: https://www.econbiz.de/10011533816

The forecasting performance of a finite mixture regime-switching model for daily electricity prices

Chen, Dipeng; Bunn, Derek W. - In: Journal of forecasting 33 (2014) 5, pp. 364-375

Persistent link: https://www.econbiz.de/10010425623

Model-based comparisons of pool and bilateral markets for electricity

Bower, John; Bunn, Derek W. - In: The energy journal 21 (2000) 3, pp. 1-29

Persistent link: https://www.econbiz.de/10001497545

The forward premium in electricity futures

Bunn, Derek W.; Chen, Dipeng - In: Journal of empirical finance 23 (2013), pp. 173-186

Persistent link: https://www.econbiz.de/10010221755

Integration and Shock Transmissions across European Electricity Forward Markets

Gianfreda, Angelica - 2019

New results are presented relating to the integration of the French, German, British, Dutch and Spanish power markets at day-ahead, week-ahead, one month-ahead and two month-ahead lead times. Overall, there is evidence of market integration, increasing over time, despite an underlying...

Persistent link: https://www.econbiz.de/10012905468