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Modelling day-ahead electricity prices

Hinz, Juri - In: Applied mathematical finance 10 (2003) 2, pp. 149-161

Persistent link: https://www.econbiz.de/10001805371

Preismodellierung und Derivatebewertung im Strommarkt : Theorie und Empirie

Seifert, Jan M. - 2010

Persistent link: https://www.econbiz.de/10008663164

Volatility modeling in equity and energy markets with applications to derivative pricing, hedging and risk management

Ignatieva, Ekaterina - 2012

Persistent link: https://www.econbiz.de/10009548356

Optimale Strategien zum Management von Elektrizitätsrisiken mit Futures : eine empirische Analyse mit multivariaten GARCH-Modellen

Rodt, Marc - 2003 - 1. Aufl.

Seit der zweiten Hälfte der 90er Jahre schreitet die Liberalisierung der europäischen Elektrizitätsmärkte voran. Damit einher geht die Gründung von Handelsplattformen für Elektrizität, an denen überwiegend Erzeuger und Händler agieren. Die Liberalisierung führt einerseits zu...

Persistent link: https://www.econbiz.de/10013433126

Decoding restricted participation in sequential electricity markets

Knaut, Andreas; Paschmann, Martin - 2017

therefore analyze the drivers of restricted participation in the German intraday auctin which is a short-term electricity market … with quarter-hourly products. Applying a fundamental electricity market model with 15-minute temporal resolution, we … for price volatility and find that full market coupling may trigger quarter-hourly price valatility to decrease by a …

Persistent link: https://www.econbiz.de/10011666918

A regime-switching copula approach to modeling day-ahead prices in coupled electricity markets

Pircalabu, Anca; Benth, Fred Espen - In: Energy economics 68 (2017), pp. 283-302

Persistent link: https://www.econbiz.de/10011905725

Valuation and risk management in the Norwegian electricity market

Bjerksund, Petter (contributor); … - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001624529

Valuation and risk management in the Norwegian Electricity market

Bjerksund, Petter; Rasmussen, Heine; Stensland, Gunnar - In: Energy, natural resources and environmental economics, (pp. 167-185). 2010

Persistent link: https://www.econbiz.de/10008651617

Price and volatility spillovers in the electricity reliability council of Texas day-ahead electricity market

Abrokwah, Ama Agyeiwaa - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 6, pp. 322-330

Persistent link: https://www.econbiz.de/10011954593

A space-time random field model for electricity forward prices

Benth, Fred Espen; Paraschiv, Florentina - In: Journal of banking & finance 95 (2018), pp. 203-216

Persistent link: https://www.econbiz.de/10011966749

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