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~accessRights:"restricted"
~person:"Benth, Fred Espen"
~subject:"Elektrizitätswirtschaft"
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Elektrizitätswirtschaft
Electricity price
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Strompreis
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Volatility
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Elektrizität
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Day-ahead electricity prices
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Benth, Fred Espen
Brown, David P.
10
Simshauser, Paul
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Bunn, Derek W.
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Weron, Rafał
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Wolak, Frank A.
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Ziel, Florian
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Apergēs, Nikolaos
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Ciarreta, Aitor
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Lau, Chi Keung
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Marcjasz, Grzegorz
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Nepal, Rabindra
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Newbery, David M. G.
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Energy economics
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Modelling the joint behaviour of electricity prices in interconnected markets
Christensen, Troels Sønderby
;
Benth, Fred Espen
- In:
Quantitative finance
20
(
2020
)
9
,
pp. 1441-1456
Persistent link: https://www.econbiz.de/10012295613
Saved in:
2
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
Saved in:
3
Stochastic modeling of photovoltaic power generation and electricity prices
Benth, Fred Espen
;
Noor 'Adilah Ibrahim
- In:
The journal of energy markets
10
(
2017
)
3
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011999448
Saved in:
4
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
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