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The case of negative day-ahead electricity prices

Fanone, Enzo; Gamba, Andrea; Prokopczuk, Marcel - In: Energy economics 35 (2013), pp. 22-34

Persistent link: https://www.econbiz.de/10009715221

The Case of Negative Day-Ahead Electricity Prices

Fanone, Enzo - 2019

In recent years, Germany has significantly increased its share of electricity produced from renewable sources, which is mainly due to the Renewable Energy Act (EEG). The EEG substantially impacts the dynamics of intra-day electricity prices by increasing the likelihood of negative prices. In...

Persistent link: https://www.econbiz.de/10012905900

Portfolio analysis with symmetric stable Paretian returns

Gamba, Andrea - In: Current topics in quantitative finance : with 23 tables, (pp. 48-69). 1999

Persistent link: https://www.econbiz.de/10001442910

Simple Tests for Models of Dependence Between Multiple Financial Time Series, with Applications to U.S. Equity Returns and Exchange Rates

Patton, Andrew; Fan, Yanqin; Chen, Xiaohong - Financial Econometrics Research Centre, Warwick … - 2004

Persistent link: https://www.econbiz.de/10004981019

Emergence of large cliques in random scale-free networks

Marsili, Matteo; Bianconi, Ginwestra - Financial Econometrics Research Centre, Warwick … - 2005

Persistent link: https://www.econbiz.de/10004981020

Copulas: an Open Field for Risk Management

Roncalli, Thierry; Riboulet, Gael; Nikeghbali, Ashkan; … - Financial Econometrics Research Centre, Warwick … - 2001

Persistent link: https://www.econbiz.de/10004981021

Using Bayesian Variable Selection Methods to Choose Style Factors in Global Stock Return Models

Satchell, Stephen; Hwang, Soosung; Hall, Anthony - Financial Econometrics Research Centre, Warwick … - 1999

Persistent link: https://www.econbiz.de/10004981022

Tracking Error: Ex-Ante versus Ex-Post Measures

Satchell, Steve; Hwang, Soosung - Financial Econometrics Research Centre, Warwick … - 2001

Persistent link: https://www.econbiz.de/10004981023

Portfolio Efficiency and Discount Factor Bounds with Conditioning Information: A Unified Approach

Stremme, Alexander; Basu, Devraj; Abhayankar, Abhay - Financial Econometrics Research Centre, Warwick … - 2005

Persistent link: https://www.econbiz.de/10004981024

Noise Training, Costly Arbitrage and Asset Prices: evidence from closed-end funds

Thomas, Dylan; Gemmill, Gordon - Financial Econometrics Research Centre, Warwick … - 2002

Persistent link: https://www.econbiz.de/10004981025