Electricity Spot Price Dynamics: Beyond Financial Models

SSRN Electronic Journal ◽

10.2139/ssrn.648361 ◽

2007 ◽

Cited By ~ 2

Author(s):

Graeme Guthrie ◽

Steen Videbeck

Keyword(s):

Financial Models ◽

Spot Price ◽

Price Dynamics ◽

Electricity Spot Price

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Electricity spot price dynamics: Beyond financial models

Energy Policy ◽

10.1016/j.enpol.2007.05.032 ◽

2007 ◽

Vol 35 (11) ◽

pp. 5614-5621 ◽

Cited By ~ 40

Author(s):

Graeme Guthrie ◽

Steen Videbeck

Keyword(s):

Financial Models ◽

Spot Price ◽

Price Dynamics ◽

Electricity Spot Price

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High Frequency Electricity Spot Price Dynamics: An Intra-Day Markets Approach

SSRN Electronic Journal ◽

10.2139/ssrn.367760 ◽

2003 ◽

Cited By ~ 4

Author(s):

Graeme A. Guthrie ◽

Steen Videbeck

Keyword(s):

High Frequency ◽

Spot Price ◽

Price Dynamics ◽

Electricity Spot Price

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Electricity Spot Price Dynamics and Statistical Features

Quantitative Methods for Electricity Trading and Risk Management ◽

10.1057/9780230598348_3 ◽

2006 ◽

pp. 19-36

Author(s):

Stefano Fiorenzani

Keyword(s):

Spot Price ◽

Price Dynamics ◽

Statistical Features ◽

Electricity Spot Price

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Regime-Switching Model on Hourly Electricity Spot Price Dynamics

Journal of Mathematical Finance ◽

10.4236/jmf.2018.81008 ◽

2018 ◽

Vol 08 (01) ◽

pp. 102-110 ◽

Cited By ~ 1

Author(s):

Samuel Asante Gyamerah ◽

Philip Ngare

Keyword(s):

Regime Switching ◽

Spot Price ◽

Price Dynamics ◽

Regime Switching Model ◽

Switching Model ◽

Electricity Spot Price

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A higher-order Markov chain-modulated model for electricity spot-price dynamics

Applied Energy ◽

10.1016/j.apenergy.2018.09.039 ◽

2019 ◽

Vol 233-234 ◽

pp. 495-515 ◽

Cited By ~ 4

Author(s):

Heng Xiong ◽

Rogemar Mamon

Keyword(s):

Markov Chain ◽

Higher Order ◽

Spot Price ◽

Price Dynamics ◽

Order Markov Chain ◽

Electricity Spot Price ◽

Higher Order Markov Chain

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Modeling Electricity Spot Price Dynamics by Using Lévy-Type Cox Processes: An Application to Colombian Market

Springer Proceedings in Mathematics & Statistics - Actuarial Sciences and Quantitative Finance ◽

10.1007/978-3-319-18239-1_1 ◽

2015 ◽

pp. 1-14

Author(s):

Viswanathan Arunachalam ◽

Rodrigo Cancino

Keyword(s):

Spot Price ◽

Price Dynamics ◽

Cox Processes ◽

Electricity Spot Price

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A Critical Empirical Study of Three Electricity Spot Price Models

SSRN Electronic Journal ◽

10.2139/ssrn.2214973 ◽

2011 ◽

Author(s):

Fred Espen Benth ◽

Ruediger Kiesel ◽

Anna Nazarova

Keyword(s):

Empirical Study ◽

Spot Price ◽

Electricity Spot Price

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El precio spot de la electricidad y la inclusión de energía renovable no convencional: evidencia para Colombia (The Electricity Spot Price and Inclusion of Non-Conventional Renewable Energies: Evidence for Colombia)

SSRN Electronic Journal ◽

10.2139/ssrn.3443910 ◽

2019 ◽

Author(s):

John Garcia ◽

Alex F. Pérez Libreros

Keyword(s):

Renewable Energies ◽

Spot Price ◽

Electricity Spot Price

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Economic Analysis of an Energy Storage System in the Context of Hourly Electricity Spot Price in Brazil

2020 IEEE Power & Energy Society General Meeting (PESGM) ◽

10.1109/pesgm41954.2020.9281383 ◽

2020 ◽

Author(s):

Thiago M. Abreu ◽

A. C. Zambroni de Souza ◽

Paulo F. Ribeiro

Keyword(s):

Energy Storage ◽

Economic Analysis ◽

Storage System ◽

Energy Storage System ◽

Spot Price ◽

Electricity Spot Price

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Electricity spot price modeling by multi-factor uncertain process: a case study from the Nordic region

Soft Computing ◽

10.1007/s00500-021-06083-8 ◽

2021 ◽

Author(s):

Idin Noorani ◽

Farshid Mehrdoust ◽

Waichon Lio

Keyword(s):

Spot Price ◽

Uncertain Process ◽

Nordic Region ◽

Electricity Spot Price

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