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Stochastic semi-nonparametric frontier estimation of electricity distribution networks : applicaton of the StoNED method in the Finnish regulatory model
Kuosmanen, Timo - In: Energy economics 34 (2012) 6, pp. 2189-2199
Persistent link: https://www.econbiz.de/10009688769
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Competition in electricity spot markets : economic theory and international experience
Fehr, Nils-Henrik M. von der; Harbord, David Cameron - 1998
The main purpose of this survey paper is to consider the attempts that have been made to apply economic theory and empirical methods to the analysis of electricity markets, and to evaluate them in light of theoretical considerations and empirical evidence. We describe the key features of the...
Persistent link: https://www.econbiz.de/10011519038
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Modelling evolving long-run relationships : an application to the Italian energy market
Morana, Claudio - In: Scottish journal of political economy : the journal of … 47 (2000) 1, pp. 72-93
Persistent link: https://www.econbiz.de/10001461623
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Estimación de sistemas de ecuaciones simultáneas con datos de panel : una aplicación a la demanda de energía
Alegre Martín, Joaquín - In: Cuadernos de economía : publ. del Consejo Superior de … 21 (1993) 61, pp. 189-212
Persistent link: https://www.econbiz.de/10001176943
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Modelling evolutionary long-run relationships : an application to the Italian energy market
Morana, Claudio - 1998
Persistent link: https://www.econbiz.de/10000980969
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The impact of oil-price shocks on Hawaii's economy : a case study using vector autoregression
Gopalakrishnan, Chennat - In: Energy systems and policy : an international … 15 (1991) 4, pp. 295-305
Persistent link: https://www.econbiz.de/10001143899
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Conformal prediction interval estimation and applications to day-ahead and intraday power markets
Kath, Christopher; Ziel, Florian - In: International journal of forecasting 37 (2021) 2, pp. 777-799
Persistent link: https://www.econbiz.de/10012792869
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Value-at-risk in the European energy market : a comparison of parametric, historical simulation and quantile regression value-at-risk
Westgaard, Sjur; Arhus, Gisle Hoel; Frydenberg, Marina; … - In: The journal of risk model validation 13 (2019) 4, pp. 43-69
Persistent link: https://www.econbiz.de/10012373160
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Mean-reverting no-arbitrage additive models for forward curves in energy markets
Latini, Luca; Piccirilli, Marco; Vargiolu, Tiziano - In: Energy economics 79 (2019), pp. 157-170
Persistent link: https://www.econbiz.de/10012172269
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Estimating Demand of Turkish Energy Market : A Multivariate Regression Model
Ugurlu, Erginbay - 2020
consumption which are the energy sources that the greatest market share of world and Turkey are investigating. In this …
Persistent link: https://www.econbiz.de/10012846932