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Residual demand modeling and application to electricity pricing
Wagner, Andreas - 2012
Persistent link: https://www.econbiz.de/10009688287
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Residual demand modeling and application to electricity pricing
Wagner, Andreas - In: The energy journal 35 (2014) 2, pp. 45-73
Persistent link: https://www.econbiz.de/10010428247
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Factor models in the German electricity market : stylized facts, seasonality, and calibration
Hinderks, Wieger Johan; Wagner, Andreas - In: Energy economics 85 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012510288
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A structural Heath-Jarrow-Morton framework for consistent intraday spot and futures electricity prices
Hinderks, W. J.; Korn, Ralf; Wagner, Andreas - In: Quantitative finance 20 (2020) 3, pp. 347-357
Persistent link: https://www.econbiz.de/10012194870
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Electricity price forecasting with neural networks on EPEX order books
Schnürch, Simon; Wagner, Andreas - In: Applied mathematical finance 27 (2020) 3, pp. 189-206
Persistent link: https://www.econbiz.de/10012315166
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Short- and long-term forecasting of electricity prices using embedding of calendar information in neural networks
Wagner, Andreas; Ramentol, Enislay; Schirra, Florian; … - In: Journal of commodity markets 28 (2022), pp. 1-18
Persistent link: https://www.econbiz.de/10014335249
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Structural electricity price models and volatile renewable infeed
Wagner, Andreas - 2013
Persistent link: https://www.econbiz.de/10010236624