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person:"Bode, Sven"
~person:"Gianfreda, Angelica"
~person:"Woo, Chi-keung"
~type_genre:"Article in journal"
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Electricity price
39
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Bode, Sven
Gianfreda, Angelica
Woo, Chi-keung
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27
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23
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23
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12
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9
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ECONIS (ZBW)
39
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Testing for integration and cointegration when time series are observed with noise
Gianfreda, Angelica
;
Maranzano, Paolo
;
Parisio, Lucia
; …
- In:
Economic modelling
125
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463618
Saved in:
2
Forecasting electricity prices with expert, linear, and nonlinear models
Billé, Anna Gloria
;
Gianfreda, Angelica
;
Del Grosso, …
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 570-586
Persistent link: https://www.econbiz.de/10014465069
Saved in:
3
Large time-varying volatility models for hourly electricity prices
Gianfreda, Angelica
;
Ravazzolo, Francesco
;
Rossini, Luca
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
3
,
pp. 545-573
Persistent link: https://www.econbiz.de/10014304428
Saved in:
4
Higher moments in the fundamental specification of electricity forward prices
Gianfreda, Angelica
;
Scandolo, Giacomo
;
Bunn, Derek W.
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2063-2078
Persistent link: https://www.econbiz.de/10013490922
Saved in:
5
Does locational marginal pricing impact generation investment location decisions? : an analysis of Texas's wholesale electricity market
Brown, David P.
;
Zarnikau, Jay William
;
Woo, Chi-keung
- In:
Journal of regulatory economics
58
(
2020
)
2/3
,
pp. 99-140
Persistent link: https://www.econbiz.de/10012391285
Saved in:
6
Residential electricity pricing in Texas's competitive retail market
Brown, D. P.
;
Tsai, C. H.
;
Woo, Chi-keung
;
Zarnikau, …
- In:
Energy economics
92
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012519650
Saved in:
7
Comparing the forecasting performances of linear models for electricity prices with high RES penetration
Gianfreda, Angelica
;
Ravazzolo, Francesco
;
Rossini, Luca
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 974-986
Persistent link: https://www.econbiz.de/10012497125
Saved in:
8
Electricity market prices for day-ahead ancillary services and energy : Texas
Zarnikau, Jay William
;
Woo, Chi-keung
;
Zhu, S.
; …
- In:
The journal of energy markets
12
(
2019
)
1
,
pp. 43-74
Persistent link: https://www.econbiz.de/10012020339
Saved in:
9
A stochastic latent moment model for electricity price formation
Gianfreda, Angelica
;
Bunn, Derek W.
- In:
Operations research
66
(
2018
)
5
,
pp. 1189-1203
Persistent link: https://www.econbiz.de/10011932421
Saved in:
10
Winter residential optional dynamic pricing : British Columbia, Canada
Woo, Chi-keung
;
Zarnikau, Jay William
;
Shiu, Alice
;
Li, …
- In:
The energy journal
38
(
2017
)
5
,
pp. 115-127
Persistent link: https://www.econbiz.de/10011791802
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