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type_genre:"Hochschulschrift"
~isPartOf:"CREATES research paper"
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Search: subject_exact:"Elektrizitätstarif"
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Electricity price
11
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Elektrizitätsversorgung
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Energiehandel
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Factor analysis
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Haldrup, Niels
4
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2
Rodríguez-Caballero, Carlos Vladimir
2
Veraart, Almut E. D.
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CREATES research paper
Working paper / National Bureau of Economic Research, Inc.
28
Cambridge working papers in economics
25
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24
Working paper / EWI Energiewirtschaftliches Institut an der Universität zu Köln
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Wavelet estimation for dynamic factor models with time-varying loadings
Cataño, Duván Humberto
;
Rodríguez-Caballero, Carlos …
-
2019
Persistent link: https://www.econbiz.de/10012316927
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2
A regime-switching stochastic volatility model for forecasting electricity prices
Exterkate, Peter
;
Knapik, Oskar
-
2017
Persistent link: https://www.econbiz.de/10011624014
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3
Modeling and forecasting electricity price jumps in the Nord Pool power market
Knapik, Oskar
-
2017
Persistent link: https://www.econbiz.de/10011624099
Saved in:
4
Spikes and memory in (Nord Pool) electricity price spot prices
Proietti, Tommaso
;
Haldrup, Niels
;
Knapik, Oskar
-
2017
Persistent link: https://www.econbiz.de/10011750398
Saved in:
5
A generalized exponential time series regression model for electricity prices
Haldrup, Niels
;
Knapik, O.
;
Proietti, Tommaso
-
2016
Persistent link: https://www.econbiz.de/10011447820
Saved in:
6
Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads
Ergemen, Yunus Emre
;
Haldrup, Niels
; …
-
2015
Persistent link: https://www.econbiz.de/10011409105
Saved in:
7
Space-time modeling of electricity spot prices
Abate, Girum Dagnachew
;
Haldrup, Niels
-
2015
Persistent link: https://www.econbiz.de/10010529454
Saved in:
8
Rough electricity : a new fractal multi-factor model of electricity spot prices
Bennedsen, Mikkel
-
2015
Persistent link: https://www.econbiz.de/10011343496
Saved in:
9
A smooth transition logit model of the effects of deregulation in the electricity market
Hurn, Stan
;
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2014
Persistent link: https://www.econbiz.de/10010336590
Saved in:
10
Modelling electricity day-ahead prices by multivariate Lévy
Veraart, Almut E. D.
;
Veraart, A. M.
-
2012
Persistent link: https://www.econbiz.de/10009524068
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