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Bunn, Derek W.
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ECONIS (ZBW)
16
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
Statistical Arbitrage and Information Flow in an
Electricity
Balancing Market
Bunn, Derek W.
-
2018
positions in a single price,
electricity
balancing market. We consider optimal real-time decisions by generators and speculators …
Persistent link: https://www.econbiz.de/10012930385
Saved in:
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