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~isPartOf:"Energy economics"
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Volatility
Electricity price
345
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345
Electric power industry
278
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278
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110
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99
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Apergēs, Nikolaos
2
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Lau, Chi Keung
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1
Baruník, Jozef
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Energy policy
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World Bank E-Library Archive
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Decisions in economics and finance : a journal of applied mathematics
2
International journal of theoretical and applied finance
2
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2
Produktion und Logistik
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Revisiting Electricity Market Reforms : Lessons for ASEAN and East Asia
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ECONIS (ZBW)
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1
EuroMod : modelling European power markets with improved price granularity
Mendes, Carla
;
Staffell, Iain
;
Green, Richard
- In:
Energy economics
131
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014637620
Saved in:
2
Optimal bidding in hourly and quarter-hourly electricity price auctions : trading large volumes of power with market impact and transaction costs
Narajewski, Michał
;
Ziel, Florian
- In:
Energy economics
110
(
2022
),
pp. 1-28
Persistent link: https://www.econbiz.de/10013349916
Saved in:
3
What comes down must go up : why fluctuating renewable energy does not necessarily increase electricity spot price variance in Europe
Schöniger, Franziska
;
Morawetz, Ulrich B.
- In:
Energy economics
111
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013350078
Saved in:
4
A volatility spillover analysis with realized semi(co)variances in Australian electricity markets
Chanatásig-Niza, Evelyn
;
Ciarreta, Aitor
;
Zarraga, Ainhoa
- In:
Energy economics
111
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013350089
Saved in:
5
The market price of risk for delivery periods : pricing swaps and options in electricity markets
Kemper, Annika
;
Schmeck, Maren Diane
;
Kh.Balci, Anna
- In:
Energy economics
113
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013540564
Saved in:
6
The Merit-Order Effect on the Swedish bidding zone with the highest electricity flow in the Elspot market
Macedo, Daniela Pereira
;
Marques, António Cardoso
; …
- In:
Energy economics
102
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013162130
Saved in:
7
Electricity price modelling with stochastic volatility and jumps : an empirical investigation
Gudkov, Nikolay
;
Ignatieva, Ekaterina
- In:
Energy economics
98
(
2021
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012873255
Saved in:
8
Electricity pricing using a periodic GARCH model with conditional skewness and kurtosis components
Ioannidis, Filippos
;
Kosmidou, Kyriaki
;
Savva, Christos
; …
- In:
Energy economics
95
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012816560
Saved in:
9
Wind generation and the dynamics of electricity prices in Australia
Mwampashi, Muthe Mathias
;
Nikitopoulos, Christina Sklibosios
- In:
Energy economics
103
(
2021
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013363930
Saved in:
10
Factor models in the German electricity market : stylized facts, seasonality, and calibration
Hinderks, Wieger Johan
;
Wagner, Andreas
- In:
Energy economics
85
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012510288
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