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Pricing of electricity futures based on locational price differences : the case of Finland
Junttila, Juha; Myllymäki, Valtteri; Raatikainen, Juhani - In: Energy economics 71 (2018), pp. 222-237
Persistent link: https://www.econbiz.de/10011943003
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Liquidity and risk premia in electricity futures
Bevin-McCrimmon, Fergus; Diaz-Rainey, Ivan; McCarten, … - In: Energy economics 75 (2018), pp. 503-517
Persistent link: https://www.econbiz.de/10011974500
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Intra-Day Risk Premia in European Electricity Forward Markets
Ronn, Ehud I. - 2009
Using a detailed data set of electricity forward prices in Central Europe, we compute the intra-day risk premium and … market price of risk for the two electricity exchanges European Energy Exchange (EEX) and Energy Exchange Austria (EXAA …). Given the significant volatility and jump risk of electricity prices, these closely linked markets offer an opportunity to …
Persistent link: https://www.econbiz.de/10013158115
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Calculation of Monte-Carlo Sensitivities for a portfolio of time coupled options and application to conventional power plants
Raabe, Wolfgang - 2015
Persistent link: https://www.econbiz.de/10011416755
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Optimal bidding in hourly and quarter-hourly electricity price auctions : trading large volumes of power with market impact and transaction costs
Narajewski, Michał; Ziel, Florian - In: Energy economics 110 (2022), pp. 1-28
Persistent link: https://www.econbiz.de/10013349916
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Optimierung eines Portfolios mit hydro-thermischem Kraftwerkspark im börslichen Strom- und Gasterminmarkt
Bagemihl, Joachim (contributor) - 2003
Persistent link: https://www.econbiz.de/10001793208
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Lying generators : manipulability of centralized payoff mechanisms in electrical energy trade
Csercsik, Dávid - In: Central European journal of operations research : CEJOR … 24 (2016) 4, pp. 923-937
Persistent link: https://www.econbiz.de/10011694764
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Strong stationary solutions to equilibrium problems with equilibrium constraints with applications to an electricity spot market model
Henrion, René; Outrata, Jiří; Surowiec, Thomas - 2009
Persistent link: https://www.econbiz.de/10003827942
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Handbuch Energiehandel
Schwintowski, Hans-Peter (contributor);  … - 2010 - 2., völlig neu bearb. und erw. Aufl.
Persistent link: https://www.econbiz.de/10003937462
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Feedback, competition and stochasticity in a day ahead electricity market
Giabardo, Paolo; Zugno, Marco; Pinson, Pierre; Madsen, … - In: Energy economics 32 (2010) 2, pp. 292-301
Persistent link: https://www.econbiz.de/10003954606