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Risk Premia in Electricity Wholesale Spot Markets - Empirical Evidence from Germany

Pietz, Matthäus - 2009

This paper contributes to the ongoing discussion on price formation in electricity markets. For this, we conduct an … analysis of the German electricity wholesale spot market which is located at the European Energy Exchange (EEX). Our dataset …

Persistent link: https://www.econbiz.de/10013156069

Electricity price modelling with stochastic volatility and jumps : an empirical investigation

Gudkov, Nikolay; Ignatieva, Ekaterina - In: Energy economics 98 (2021), pp. 1-26

Persistent link: https://www.econbiz.de/10012873255

Bewertung von Termingeschäften auf Elektrizität

Müller-Merbach, Jens - 2009 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003851473

Dynamic analysis of the German day-ahead electricity spot market

Paschen, Marius - 2014

This paper analyzes the dynamic behavior of day-ahead spot prices in the German electricity spot market due to positive …

Persistent link: https://www.econbiz.de/10010408059

Dynamic analysis of the German day-ahead electricity spot market

Paschen, Marius - In: Energy economics 59 (2016), pp. 118-128

Persistent link: https://www.econbiz.de/10011699498

A space-time random field model for electricity forward prices

Benth, Fred Espen; Paraschiv, Florentina - In: Journal of banking & finance 95 (2018), pp. 203-216

Persistent link: https://www.econbiz.de/10011966749

A two-stage nonlinear approach for modeling hourly spot power prices with an application to spot market risk valuation of the power yield of a solar array in Germany

Kosater, Peter - In: The journal of energy markets 16 (2023) 1, pp. 49-96

Persistent link: https://www.econbiz.de/10014484965

Econometric modeling of regional electricity spot prices in the Australian market

Smith, Michael S.; Shively, Thomas S. - In: Energy economics 74 (2018), pp. 886-903

Persistent link: https://www.econbiz.de/10011972998

Modelling energy spot prices : empirical evidence from NYMEX

Nomikos, Nikos K.; Andriosopoulos, Kostas - In: Energy economics 34 (2012) 4, pp. 1153-1169

Persistent link: https://www.econbiz.de/10009688111

Regime-dependent adjustment in energy spot and futures markets

Beckmann, Joscha; Belke, Ansgar; Czudaj, Robert - In: Economic modelling 40 (2014), pp. 400-409

Persistent link: https://www.econbiz.de/10010425585

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