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Empirical analysis of the spot market implications ofprice-elastic demand
Siddiqui, Afzal S.; Bartholomew, Emily S.; Marnay, Chris - 2008
and price volatility. Indeed, economic theory suggests that even modestly price-responsive demand can remove the stress on …
Persistent link: https://www.econbiz.de/10009436432
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Empirical Analysis of the Spot Market Implications ofPrice-Responsive Demand
Siddiqui, Afzal S.; Bartholomew, Emily S.; Marnay, Chris - 2009
many other problemsassociated with electricity markets, such as exercise of market power andprice volatility. Indeed …
Persistent link: https://www.econbiz.de/10009436636
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Changes in Trading Volume and Return Volatility Associated with S&P 500 Index Additions and Deletions
Lin, Cheng-I Eric - 2007
When a stock is added into the S&P 500 Index, it is automatically "cross-listed" in the index derivative markets (i … volatility of the underlying component stocks. Traditional finance theory asserts that futures and "cash" markets are connected … (sell) the index portfolio and take short (long) positions in the corresponding index derivative contracts until prices …
Persistent link: https://www.econbiz.de/10009475070
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An analysis of heating fuel market behavior, 1989--1990
2008
The purpose of this report is to fully assess the heating fuel crisis from a broader and longer-term perspective. Using EIA final, monthly data, in conjunction with credible information from non-government sources, the pricing phenomena exhibited by heating fuels in late December 1989 and early...
Persistent link: https://www.econbiz.de/10009435513
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Natural gas contracts in an emerging competitive market
Sutherland, R.J. - 2008
Natural gas is being viewed by many as the fuel of the 1990s and beyond because of its environmental qualities, relatively low cost and significant domestic resource base. However, in the Fall of 1991, a group of electric utility executives met with then Deputy Secretary of Energy Henson Moore...
Persistent link: https://www.econbiz.de/10009435688
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Informatics requirements for a restructured competitive electric power industry
Pickle, S.; Marnay, C.; Olken, F. - 2009
The electric power industry in the United States is undergoing a slow but nonetheless dramatic transformation. It is a transformation driven by technology, economics, and politics; one that will move the industry from its traditional mode of centralized system operations and regulated rates...
Persistent link: https://www.econbiz.de/10009435792
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Managing electricity reliability risk through the futures markets
Siddiqui, Afzal S. - 2008
In competitive electricity markets, the vertically integrated utilities that were responsible for ensuring system reliability in their own service territories, or groups of territories, often cease to exist. Typically, the burden falls to an independent system operator (ISO) to insure that...
Persistent link: https://www.econbiz.de/10009435805
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2007 Wholesale Power Rate Case Initial Proposal : Risk Analysis Study Documentation.
United States. Bonneville Power Administration. - 2009
The RiskMod Model is comprised of a set of risk simulation models, collectively referred to as RiskSim; a set of computer programs that manages data referred to as Data Management Procedures; and RevSim, a model that calculates net revenues. RiskMod interacts with the AURORA Model, the RAM2007,...
Persistent link: https://www.econbiz.de/10009436102
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2007 Wholesale Power Rate Case Final Proposal : Risk Analysis Study Documentation.
United States. Bonneville Power Administration. - 2009
The RiskMod Model is comprised of a set of risk simulation models, collectively referred to as RiskSim; a set of computer programs that manages data referred to as Data Management Procedures; and RevSim, a model that calculates net revenues. RiskMod interacts with the AURORA Model, the RAM2007,...
Persistent link: https://www.econbiz.de/10009436116
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Natural gas contracts in an emerging competitive market
Sutherland, R.J. - 2008
Natural gas is being viewed by many as the fuel of the 1990s and beyond because of its environmental qualities, relatively low cost and significant domestic resource base. However, in the Fall of 1991, a group of electric utility executives met with then Deputy Secretary of Energy Henson Moore...
Persistent link: https://www.econbiz.de/10009436350