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Electricity
Elektrizitätswirtschaft
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Bunn, Derek W.
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ECONIS (ZBW)
20
RePEc
3
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1
Model-based comparisons of pool and bilateral markets for electricity
Bower, John
;
Bunn, Derek W.
- In:
The energy journal
21
(
2000
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10001497545
Saved in:
2
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:
3
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:
4
The connectedness features of German electricity futures over short and long maturities
Gianfreda, Angelica
;
Scandolo, Giacomo
;
Bunn, Derek W.
- In:
Finance research letters
70
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10015194086
Saved in:
5
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:
6
Daily episodic and continuous arbitrage trading with electric batteries
Hou, Shujin
;
Bunn, Derek W.
- In:
The energy journal
45
(
2024
)
4
,
pp. 179-194
Persistent link: https://www.econbiz.de/10015323521
Saved in:
7
Integration and shock transmissions across European electricity forward markets
Bunn, Derek W.
;
Gianfreda, Angelica
- In:
Energy economics
32
(
2010
)
2
,
pp. 278-291
Persistent link: https://www.econbiz.de/10003954605
Saved in:
8
The forward premium in electricity futures
Bunn, Derek W.
;
Chen, Dipeng
- In:
Journal of empirical finance
23
(
2013
),
pp. 173-186
Persistent link: https://www.econbiz.de/10010221755
Saved in:
9
Determinants of the premium in forward contracts
Redl, Christian
;
Bunn, Derek W.
- In:
Journal of regulatory economics
43
(
2013
)
1
,
pp. 90-111
Persistent link: https://www.econbiz.de/10009696985
Saved in:
10
Structural analysis of electricity demand and supply interactions
Fezzi, Carlo
;
Bunn, Derek W.
- In:
Oxford bulletin of economics and statistics
72
(
2010
)
6
,
pp. 827-856
Persistent link: https://www.econbiz.de/10008779879
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