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A smooth transition logit model of the effects of deregulation in the electricity market

Hurn, Stan; Silvennoinen, Annastiina; Teräsvirta, Timo - 2014

Persistent link: https://www.econbiz.de/10010336590

A smooth transition logit model of the effects of deregulation in the electricity market

Hurn, Stan; Silvennoinen, Annastiina; Teräsvirta, Timo - 2014

Persistent link: https://www.econbiz.de/10010349297

Futures pricing in electricity markets based on stable CARMA spot models

Benth, Fred Espen; Klüppelberg, Claudia; Müller, Gernot; … - In: Energy economics 44 (2014), pp. 392-406

Persistent link: https://www.econbiz.de/10010457150

Forecasting electricity spot prices using time-series models with a double temporal segmentation

Bessec, Marie; Fouquau, Julien; Meritet, Sophie - 2014

Persistent link: https://www.econbiz.de/10010432183

A smooth transition logit model of the effects of deregulation in the electricity market

Hurn, Stan; Silvennoinen, Annastiina; Teräsvirta, Timo - In: Journal of applied econometrics 31 (2016) 4, pp. 707-733

Persistent link: https://www.econbiz.de/10011645213

Space-time modeling of electricity spot prices

Abate, Girum Dagnachew; Haldrup, Niels - In: The energy journal 38 (2017) 5, pp. 175-196

Persistent link: https://www.econbiz.de/10011791805

The effect of mean-reverting processes in the pricing of options in the energy market : an arithmetic approach

Schmeck, Maren Diane; Schwerin, Stefan - In: Risks : open access journal 9 (2021) 5, pp. 1-19

In this paper we study the effect that mean-reverting components in the arithmetic dynamics of electricity spot price have on the price of a call option on a swap. Our model allows for seasonal effects, spikes, and negative values of the price of electricity. We show that for sufficiently large...

Persistent link: https://www.econbiz.de/10012597100

A multi-factor approach to modelling the impact of wind energy on electricity spot prices

Rowińska, Paulina A.; Veraart, Almut E. D.; Gruet, Pierre - In: Energy economics 104 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10013364270

Designing the pricing mechanism of residents' self-selection sales electricity based on household size

Wang, Li; Zhang, Xin-Hua; Zhang, Yue-jun - In: International review of economics & finance : IREF 83 (2023), pp. 860-878

Persistent link: https://www.econbiz.de/10014246827