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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

Predicting the prices of electricity derivatives on the energy exchange

Kratochvíl, Štěpán; Starý, Oldřich - In: Acta oeconomica Pragensia : vědecký časopis Vysoke … 21 (2013) 6, pp. 65-81

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Forecasting the Colombian electricity spot price under a functional approach

Gallón, Santiago; Barrientos, Jorge Hugo - In: International Journal of Energy Economics and Policy : IJEEP 11 (2021) 2, pp. 67-74

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On the importance of the long-term seasonal component in day-ahead electricity price forecasting

Nowotarski, Jakub; Weron, Rafał - In: Energy economics 57 (2016), pp. 228-235

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Data-driven analysis of the real-time electricity price considering wind power effect

Yang, Shengjie; Xu, Xuesong; Liu, Jiangang; Jiang, Weijin - In: Energy reports 6 (2020) 2, pp. 452-459

The electricity price is the sensitive signal of the supply-demand balance and some other market incidents. The … series. The paper demonstrates the data-driven method to mine information and achieve the analysis of electricity market. … analysis of the price data can provide plenty of the market information. It is helpful for the participants to understand the …

Persistent link: https://www.econbiz.de/10012181064

Identifying nonlinear serial dependence in volatile, high-frequency time series and its implications for volatility modeling

Wild, Phillip; Foster, John; Hinich, Melvin J. - In: Macroeconomic dynamics 14 (2010), pp. 88-110

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Understanding electricity price volatility within and across markets

Goto, Mika (contributor); Karolyi, G. Andrew (contributor) - 2004 - [Elektronische Ressource]

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Are multifractal processes suited to forecasting electricity price volatility? : evidence from Australian intraday data

Segnon, Mawuli; Lau, Chi Keung; Wilfling, Bernd; Gupta, … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 1, pp. 73-98

Persistent link: https://www.econbiz.de/10013334628

Modeling the daily electricity price volatility with realized measures

Frömmel, Michael; Han, Xing; Kratochvil, Stepan - In: Energy economics 44 (2014), pp. 492-502

Persistent link: https://www.econbiz.de/10010457140

Short-term dynamics of day-ahead and intraday electricity prices

Wolff, Georg; Feuerriegel, Stefan - In: International journal of energy sector management : IJESM 11 (2017) 4, pp. 557-573

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