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Bayesian calibration and number of jump components in electricity spot price models
Gonzalez, Jhonny; Moriarty, John; Palczewski, Jan - In: Energy economics 65 (2017), pp. 375-388
Persistent link: https://www.econbiz.de/10011803998
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Higher moments in the fundamental specification of electricity forward prices
Gianfreda, Angelica; Scandolo, Giacomo; Bunn, Derek W. - In: Quantitative finance 22 (2022) 11, pp. 2063-2078
Persistent link: https://www.econbiz.de/10013490922
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Regression tree model versus Markov regime switching : a comparison for electricity spot price modelling and forecasting
Samitas, Aristeidis; Armenatzoglou, Aggelos - In: Operational research : an international journal 14 (2014) 3, pp. 319-340
Persistent link: https://www.econbiz.de/10010413087
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A stochastic latent moment model for electricity price formation
Gianfreda, Angelica; Bunn, Derek W. - In: Operations research 66 (2018) 5, pp. 1189-1203
Persistent link: https://www.econbiz.de/10011932421
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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
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Comparing the forecasting performances of linear models for electricity prices with high RES penetration
Gianfreda, Angelica; Ravazzolo, Francesco; Rossini, Luca - In: International journal of forecasting 36 (2020) 3, pp. 974-986
Persistent link: https://www.econbiz.de/10012497125
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Bayesian stochastic frontier analysis using WinBUGS
Griffin, Jim E.; Steel, Mark F. J. - In: Journal of productivity analysis 27 (2007) 3, pp. 163-176
Persistent link: https://www.econbiz.de/10003496060
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Probabilistic forecasting of hourly electricity prices in the medium-term using spatial interpolation techniques
Bello, Antonio; Reneses, Javier; Muñoz, Antonio; … - In: International journal of forecasting 32 (2016) 3, pp. 966-980
Persistent link: https://www.econbiz.de/10011621911
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Stochastic modeling of photovoltaic power generation and electricity prices
Benth, Fred Espen; Noor 'Adilah Ibrahim - In: The journal of energy markets 10 (2017) 3, pp. 1-33
Persistent link: https://www.econbiz.de/10011999448
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The effects of wind generation capacity on electricity prices and generation costs : a Monte Carlo analysis
Á Lynch, Muireann; Curtis, John A. - 2014
We use Monte Carlo analysis to examine the potential of increased renewable generation to provide a hedge against variability in energy prices and costs. Fuel costs, electricity demand and wind generation are allowed to vary and a unit commitment and economic dispatch algorithm is employed to...
Persistent link: https://www.econbiz.de/10010437750