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Structural electricity price models and volatile renewable infeed

Wagner, Andreas - 2013

Persistent link: https://www.econbiz.de/10010236624

Residual demand modeling and application to electricity pricing

Wagner, Andreas - In: The energy journal 35 (2014) 2, pp. 45-73

Persistent link: https://www.econbiz.de/10010428247

Residual Demand Modeling and Application to Electricity Pricing

Wagner, Andreas - 2012

A model for residual demand is proposed, which extends structural electricity price models to account for renewable infeed in the market. Infeed from wind and solar is modelled explicitly and withdrawn from total demand. The methodology separates the impact of weather and capacity. Efficiency is...

Persistent link: https://www.econbiz.de/10013109490

A structural Heath-Jarrow-Morton framework for consistent intraday spot and futures electricity prices

Hinderks, W. J.; Korn, Ralf; Wagner, Andreas - In: Quantitative finance 20 (2020) 3, pp. 347-357

Persistent link: https://www.econbiz.de/10012194870

Electricity price forecasting with neural networks on EPEX order books

Schnürch, Simon; Wagner, Andreas - In: Applied mathematical finance 27 (2020) 3, pp. 189-206

Persistent link: https://www.econbiz.de/10012315166

Factor models in the German electricity market : stylized facts, seasonality, and calibration

Hinderks, Wieger Johan; Wagner, Andreas - In: Energy economics 85 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012510288

Short- and long-term forecasting of electricity prices using embedding of calendar information in neural networks

Wagner, Andreas; Ramentol, Enislay; Schirra, Florian; … - In: Journal of commodity markets 28 (2022), pp. 1-18

Persistent link: https://www.econbiz.de/10014335249

Residual demand modeling and application to electricity pricing

Wagner, Andreas - 2012

Persistent link: https://www.econbiz.de/10009688287