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~subject:"Elektrizität"
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Elektrizität
Theorie
69
Theory
69
Forecasting model
54
Prognoseverfahren
54
Electric power industry
42
Elektrizitätswirtschaft
42
United Kingdom
38
Electricity price
37
Strompreis
37
Großbritannien
36
Electricity
25
Prognose
16
Volatilität
16
Energiemarkt
15
Energy market
15
Forecast
15
Market power
15
Time series analysis
15
Volatility
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Zeitreihenanalyse
15
Derivat
13
Derivative
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Marktmacht
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Energieprognose
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Energy forecast
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Statistical distribution
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Statistische Verteilung
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Estimation
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Schätzung
11
Regression analysis
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Regressionsanalyse
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Risikomaß
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Welt
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World
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English
19
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Bunn, Derek W.
16
Gianfreda, Angelica
4
Taylor, James W.
3
Fezzi, Carlo
2
Redl, Christian
2
Scandolo, Giacomo
2
Arora, Siddarth
1
Bower, John
1
Chen, Dipeng
1
De Menezes, Lilian M.
1
Ganesh, Vighnesh Natarajan
1
Hesamzadeh, Mohammad Reza
1
Hou, Shujin
1
Kermer, Stefan O. E.
1
Ketter, Wolfgang
1
Koolen, Derck
1
McSharry, Patrick E.
1
Peura, Heikki
1
Rebennack, Steffen
1
Srinivasan, Dipti
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Swarup, K. Shanti
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The energy journal
4
Quantitative finance
2
Computational management science
1
Energy economics
1
European journal of operational research : EJOR
1
Finance research letters
1
International journal of forecasting
1
Journal of empirical finance
1
Journal of regulatory economics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
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Omega : the international journal of management science
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
19
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1
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
Saved in:
2
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:
3
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:
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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