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Analysis and forecasting of electricity price risks with quantile factor models
Bunn, Derek W.; Andresen, Arne; Chen, Dipeng; … - In: The energy journal 37 (2016) 1, pp. 101-122
Persistent link: https://www.econbiz.de/10011437695
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Risk induced resource dependency in capacity investments
Kettunen, Janne; Bunn, Derek W. - In: European journal of operational research : EJOR 250 (2016) 3, pp. 914-924
Persistent link: https://www.econbiz.de/10011445349
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Resource externalities and the persistence of heterogeneous pricing behavior in an energy commodity market
Bunn, Derek W.; Koc, Veli; Sapio, Alessandro - In: Energy economics 48 (2015), pp. 265-275
Persistent link: https://www.econbiz.de/10011533816
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Measuring the carbon delta of investment performance
McInerney, Celine; Bunn, Derek W. - In: Renewable energy finance : powering the future, (pp. 195-221). 2015
Persistent link: https://www.econbiz.de/10011472867
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The forecasting performance of a finite mixture regime-switching model for daily electricity prices
Chen, Dipeng; Bunn, Derek W. - In: Journal of forecasting 33 (2014) 5, pp. 364-375
Persistent link: https://www.econbiz.de/10010425623
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Optionality and policymaking in re-transforming the British power market
Chronopoulos, Michail; Bunn, Derek W.; Siddiqui, Afzal S. - In: Economics of energy & environmental policy 3 (2014) 2, pp. 79-100
Persistent link: https://www.econbiz.de/10010492106
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The efficiency of network transmission rights as derivatives on energy supply chains
Bunn, Derek W.; Martoccia, Maria - In: The journal of derivatives : the official publication … 18 (2010) 2, pp. 46-57
Persistent link: https://www.econbiz.de/10008771473
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Fundamental and behavioural drivers of electricity price volatility
Karakatsani, Nektaria V.; Bunn, Derek W. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 14 (2010) 4, pp. 1-40
Persistent link: https://www.econbiz.de/10009515139
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Incentives and coordination in vertically related energy markets
Rupérez Micola, Augusto; Banal-Estañol, Albert; Bunn, … - In: Journal of economic behavior & organization : JEBO 67 (2008) 2, pp. 381-393
Persistent link: https://www.econbiz.de/10003746607
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Dynamic capacity planning using strategic slack valuation
Bunn, Derek W.; Oliveira, Fernando S. - In: European journal of operational research : EJOR 253 (2016) 1, pp. 40-50
Persistent link: https://www.econbiz.de/10011477356