Predicting the prices of electricity derivatives on the energy exchange
| Year of publication: |
2013
|
|---|---|
| Authors: | Kratochvíl, Štěpán ; Starý, Oldřich |
| Published in: |
Acta oeconomica Pragensia : vědecký časopis Vysoke Školy Ekonomické v Praze. - Praha : [Verlag nicht ermittelbar], ISSN 0572-3043, ZDB-ID 959721-9. - Vol. 21.2013, 6, p. 65-81
|
| Subject: | electricity derivatives | energy exchange | predicting prices | estimation of the parameters | data filtering | Strompreis | Electricity price | Prognoseverfahren | Forecasting model | Elektrizität | Electricity | Derivat | Derivative | Prognose | Forecast | Schätztheorie | Estimation theory | Elektrizitätswirtschaft | Electric power industry | Energiemarkt | Energy market |
-
Tail risk contagion across electricity markets in crisis periods
Abdullah, Mohammad, (2023)
-
Risk premia in electricity derivatives markets
Algieri, Bernardina, (2021)
-
Electricity futures price models : calibration and forecasting
Islyaev, Suren, (2015)
- More ...
-
Predicting the Prices of Electricity Derivatives on the Energy Exchange
Kratochvíl, Štěpán, (2013)
-
New approach to brown coal pricing using internal rate of return methodology
Bejbl, Jan, (2014)
-
Ekonomická racionalita ve hře ultimatum
Fiala, Jan, (2017)
- More ...