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Triple seasonal methods for short-term electricity demand forecasting

Taylor, James W. - In: European journal of operational research : EJOR 204 (2010) 1, pp. 139-152

Persistent link: https://www.econbiz.de/10003946654

A comparison of univariate methods for forecasting electricity demand up to a day ahead

Taylor, James W.; De Menezes, Lilian M.; McSharry, … - In: International journal of forecasting 22 (2006) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10003283925

Forecasting electricity smart meter data using conditional kernel density estimation

Arora, Siddarth; Taylor, James W. - In: Omega : the international journal of management science 59 (2016), pp. 47-59

Persistent link: https://www.econbiz.de/10011439737

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

Structural Analysis of High Frequency Electricity Demand and Supply Interactions

Fezzi, Carlo; Bunn, Derek W. - 2008

A dynamic, structural asymmetric vector-error correction model is used to identify and estimate the demand and the supply functions for hourly, day-ahead electricity wholesale markets. The analysis provides new insights on a well-established but unresolved aspect concerning the extent of demand...

Persistent link: https://www.econbiz.de/10014215468

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

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

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

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

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