Narrow search
Showing 1 - 7 of 7
Cover Image
An Electricity Price Modeling Framework for Renewable-Dominant Markets
Hain, Martin; Schermeyer, Hans; Uhrig-Homburg, Marliese; … - 2017
Renewables introduce new weather-induced patterns and risks for market participants active in the energy commodity sector. We present a flexible framework for power spot prices that is capable of incorporating a weather model for the joint distribution of local weather conditions. This not only...
Persistent link: https://www.econbiz.de/10011812610
Cover Image
An electricity price modeling framework for renewable-dominant markets
Hain, Martin; Kargus, Tobias; Schermeyer, Hans; … - 2022
Renewables introduce new weather-induced patterns and risks for market participants active in the energy commodity sector. We present a flexible framework for power spot prices that is capable of incorporating a weather model for the joint distribution of local weather conditions. This not only...
Persistent link: https://www.econbiz.de/10013472588
Cover Image
An electricity price modeling framework for renewable-dominant markets
Schermeyer, Hans; Uhrig-Homburg, Marliese; Fichtner, Wolf; … - 2017 - This version: June 7, 2017
Renewables introduce new weather-induced patterns and risks for market participants active in the energy commodity sector. We present a flexible framework for power spot prices that is capable of incorporating a weather model for the joint distribution of local weather conditions. This not only...
Persistent link: https://www.econbiz.de/10011841896
Cover Image
Relative value arbitrage in European commodity markets
Hain, Martin; Hess, Julian; Uhrig-Homburg, Marliese - In: Energy economics 69 (2018), pp. 140-154
Persistent link: https://www.econbiz.de/10011941222
Cover Image
Risk factors and their associated risk premia : an empirical analysis of the crude oil market
Hain, Martin; Uhrig-Homburg, Marliese; Unger, Nils - In: Journal of banking & finance 95 (2018), pp. 44-63
Persistent link: https://www.econbiz.de/10011966706
Cover Image
Managing renewable energy production risk
Hain, Martin; Schermeyer, Hans; Uhrig-Homburg, Marliese; … - In: Journal of banking & finance 97 (2018), pp. 1-19
Persistent link: https://www.econbiz.de/10011967255
Cover Image
An electricity price modeling framework for renewable-dominant markets
Hain, Martin; Kargus, Tobias; Schermeyer, Hans; … - 2022
Renewables introduce new weather-induced patterns and risks for market participants active in the energy commodity sector. We present a flexible framework for power spot prices that is capable of incorporating a weather model for the joint distribution of local weather conditions. This not only...
Persistent link: https://www.econbiz.de/10013407336