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Electric power industry
14
Elektrizitätswirtschaft
14
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13
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13
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11
Theorie
11
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11
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Bunn, Derek W.
63
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17
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Karakatsani, Nektaria V.
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4
McInerney, Celine
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Gianfreda, Angelica
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European Journal of Operational Research
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Energy Economics
10
Energy Policy
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International Journal of Forecasting
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6
The energy journal
5
European journal of operational research : EJOR
3
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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:
2
A pricing mechanism to jointly mitigate market power and environmental externalities in electricity markets
Varawala, Lamia
;
Hesamzadeh, Mohammad Reza
;
Dán, György
; …
- In:
Energy economics
121
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014438471
Saved in:
3
Algorithmic trading of real-time electricity with machine learning
Ganesh, Vighnesh Natarajan
;
Bunn, Derek W.
- In:
Quantitative finance
24
(
2024
)
11
,
pp. 1545-1559
Persistent link: https://www.econbiz.de/10015196944
Saved in:
4
Fundamental and behavioural drivers of electricity price volatility
Karakatsani, Nektaria V.
;
Bunn, Derek W.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
4
,
pp. 1-40
Persistent link: https://www.econbiz.de/10009515139
Saved in:
5
Dynamic capacity planning using strategic slack valuation
Bunn, Derek W.
;
Oliveira, Fernando S.
- In:
European journal of operational research : EJOR
253
(
2016
)
1
,
pp. 40-50
Persistent link: https://www.econbiz.de/10011477356
Saved in:
6
Analysis and forecasting of electricity price risks with quantile factor models
Bunn, Derek W.
;
Andresen, Arne
;
Chen, Dipeng
; …
- In:
The energy journal
37
(
2016
)
1
,
pp. 101-122
Persistent link: https://www.econbiz.de/10011437695
Saved in:
7
Risk induced resource dependency in capacity investments
Kettunen, Janne
;
Bunn, Derek W.
- In:
European journal of operational research : EJOR
250
(
2016
)
3
,
pp. 914-924
Persistent link: https://www.econbiz.de/10011445349
Saved in:
8
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:
9
Fundamental and financial influences on the co-movement of oil and gas prices
Bunn, Derek W.
;
Chevallier, Julien
;
LePen, Yannick
; …
- In:
The energy journal
38
(
2017
)
2
,
pp. 201-228
Persistent link: https://www.econbiz.de/10011661711
Saved in:
10
Optimal over installation of wind generation facilities
McInerney, Celine
;
Bunn, Derek W.
- In:
Energy economics
61
(
2017
),
pp. 87-96
Persistent link: https://www.econbiz.de/10011737676
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