The paper analyzes volatility of the electricity prices in the Japanese day-ahead market using realized volatility. We …

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

Spot prices of electricity in liberalized markets feature seasonality, mean reversion, random short-term jumps … and switching regime to represent the dynamics of the spot price of electricity and its logarithm. The short … Gaussian processes. The application is done for the Colombian electricity market, where El Niño phenomenon represents an …

We introduce a new mathematical model of electricity spot prices which accounts for the most important stylized facts …

We explore optimal hedge ratios and hedging effectiveness for the German electricity market. Given the increasing …/coherence evolution and hedge ratio analysis, on a time-frequency-scale approach (discrete and continuous), between electricity spot and … coherence and to statistical relationships between spot and futures electricity series. The instability found in various aspects …

commercializing stage to accurately model and forecast its production to ensure efficient trading in the daily wholesale electricity … source of electricity. We propose models whose coefficients adapt to the variation of ocean con- ditions and apply them to … estimate and forecast the electricity production of two oscillating wave converters from the Mutriku Wave Power Plant dur- ing …