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Time-adaptive probabilistic forecasts of electricity spot prices with application to risk management.
López Cabrera, Brenda; Schulz, Franziska - 2016
The increasing exposure to renewable energy has amplified the need for risk management in electricity markets. Electricity price risk poses a major challenge to market participants. We propose an approach to model and fore- cast electricity prices taking into account information on renewable...
Persistent link: https://www.econbiz.de/10011538153
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On the estimation of extreme values for risk assessment and management : the ACER method
Dahlen, Kai Erik; Solibakke, Per Bjarte; Westgaard, Sjur; … - In: International journal of business 20 (2015) 1, pp. 33-51
Persistent link: https://www.econbiz.de/10010520743
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Hedging strategies in energy markets : the case of electricity retailers
Boroumand, Raphaël Homayoun; Goutte, Stéphane; … - In: Energy economics 51 (2015), pp. 503-509
Persistent link: https://www.econbiz.de/10011564922
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Joint price and volumetric risk in wind power trading : a copula approach
Pircalabu, A.; Hvolby, T.; Jung, J.; Høg, E. - In: Energy economics 62 (2017), pp. 139-154
Persistent link: https://www.econbiz.de/10011748068
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Tail risk of electricity futures
Peña Sánchez de Rivera, Juan Ignacio; Rodríguez, Rosa; … - In: Energy economics 91 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012518716
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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
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Econometric modeling of value-at-risk
Angelidis, Timotheos; Degiannakis, Stavros - 2009
Persistent link: https://www.econbiz.de/10003803434
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One-day-ahead forecast of state of turbulence based on today's economic situation
Chlebus, Marcin - In: Equilibrium : quarterly journal of economics and … 13 (2018) 3, pp. 357-389
Persistent link: https://www.econbiz.de/10012231957
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On the importance of the long-term seasonal component in day-ahead electricity price forecasting, part II, probabilistic forecasting
Uniejewski, Bartosz; Marcjasz, Grzegorz; Weron, Rafał - In: Energy economics 79 (2019), pp. 171-182
Persistent link: https://www.econbiz.de/10012172272
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Risikomanagement in der Energiewirtschaft : Modelle, Analysen, Prognosen ; mit 13 Tabellen
Federico, Tobias (contributor) - 2004 - 1. Aufl.
Persistent link: https://www.econbiz.de/10002701603