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Modeling spot price dependence in Australian electricity markets with applications to risk management

Ignatieva, Ekaterina; Trück, Stefan - In: Computers & operations research : and their … 66 (2016), pp. 415-433

Persistent link: https://www.econbiz.de/10011429137

Identifying spikes and seasonal components in electricity spot price data : a guide to robust modeling

Janczura, Joanna; Trück, Stefan; Weron, Rafał; Wolff, … - In: Energy economics 38 (2013), pp. 96-110

Persistent link: https://www.econbiz.de/10009764599

Carbon pass-through rates on spot electricity prices in Australia

Nazifi, Fatemeh; Trück, Stefan; Zhu, Liangxu - In: Energy economics 96 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10012817050

Volatility spillovers in Australian electricity markets

Han, Lin; Kordzakhia, Nino; Trück, Stefan - In: Energy economics 90 (2020), pp. 1-26

Persistent link: https://www.econbiz.de/10012517199

A dynamic network analysis of spot electricity prices in the Australian national electricity market

Yan, Guan; Trück, Stefan - In: Energy economics 92 (2020), pp. 1-20

Persistent link: https://www.econbiz.de/10012519993

Carbon pricing and electricity markets : the case of the Australian Clean Energy Bill

Maryniak, Paweł; Trück, Stefan; Weron, Rafał - In: Energy economics 79 (2019), pp. 45-58

Persistent link: https://www.econbiz.de/10012172256

Assessing the impact of battery storage on Australian electricity markets

Rangarajan, Arvind; Foley, Sean; Trück, Stefan - In: Energy economics 120 (2023), pp. 1-16

Persistent link: https://www.econbiz.de/10014284568

Emission intensities in the Australian National Electricity Market : an econometric analysis

Ming, Wei; Nazifi, Fatemeh; Trück, Stefan - In: Energy economics 129 (2024), pp. 1-18

Persistent link: https://www.econbiz.de/10014558759

Quantifying risk in the electricity business : a RAROC-based approach

Prokopczuk, Marcel; Račev, Svetlozar T.; Schindlmayr, Gero - In: Energy economics 29 (2007) 5, pp. 1033-1049

Persistent link: https://www.econbiz.de/10003603307

An Analytical Model for Standard and Volumetric Cap and Floor Pricing in Electricity Markets

Maisano, Joe - 2019

This paper provides a novel approach for the pricing of electricity derivatives, in particular so-called ‘cap' contracts, where the payoff is determined by the sum of all half-hourly spot prices exceeding a specified strike level. Given the highly volatile nature of electricity prices, these...

Persistent link: https://www.econbiz.de/10012903802