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Modelling Electricity Prices with Forward Looking Capacity Constraints. (2009). Cartea, Álvaro ; Figueroa, Marcelo ; Geman, Helyette.
In: Applied Mathematical Finance.
RePEc:taf:apmtfi:v:16:y:2009:i:2:p:103-122.

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Cited: 27

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  1. .

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  2. Analysis of hourly price granularity implementation in the Brazilian deregulated electricity contracting environment. (2023). Pereira, Benvindo Rodrigues ; Lage, Guilherme Guimares ; Faria, Wandry Rodrigues ; Leite, Ciniro Aparecido.
    In: Utilities Policy.
    RePEc:eee:juipol:v:81:y:2023:i:c:s0957178723000255.

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  3. An electricity price modeling framework for renewable-dominant markets. (2022). Hain, Martin ; Kargus, Tobias ; Schermeyer, Hans ; Uhrig-Homburg, Marliese ; Fichtner, Wolf.
    In: Working Paper Series in Production and Energy.
    RePEc:zbw:kitiip:65.

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  4. A multi-factor approach to modelling the impact of wind energy on electricity spot prices. (2021). Gruet, Pierre ; Rowiska, Paulina A.
    In: Energy Economics.
    RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321004953.

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  5. Managing renewable energy production risk. (2018). Hain, Martin ; Fichtner, Wolf ; Uhrig-Homburg, Marliese ; Schermeyer, Hans.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:97:y:2018:i:c:p:1-19.

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  6. Managing electricity price modeling risk via ensemble forecasting: The case of Turkey. (2018). Avci, Ezgi ; van Heck, Eric ; Ketter, Wolfgang.
    In: Energy Policy.
    RePEc:eee:enepol:v:123:y:2018:i:c:p:390-403.

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  7. An Electricity Price Modeling Framework for Renewable-Dominant Markets. (2017). Fichtner, Wolf ; Uhrig-Homburg, Marliese ; Schermeyer, Hans ; Hain, Martin.
    In: Working Paper Series in Production and Energy.
    RePEc:zbw:kitiip:23.

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  8. The Effect of Transmission Constraints on Electricity Prices. (2017). Hurn, Stan ; Clements, Adam ; Li, Zili.
    In: The Energy Journal.
    RePEc:aen:journl:ej38-4-hurn.

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  9. Strategic bidding and rebidding in electricity markets. (2016). Hurn, Stan ; Clements, Adam ; Li, Z.
    In: Energy Economics.
    RePEc:eee:eneeco:v:59:y:2016:i:c:p:24-36.

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  10. Electricity derivatives pricing with forward-looking information. (2015). Prokopczuk, Marcel ; Füss, Roland ; Mahringer, Steffen ; Fuss, Roland ; ROLAND FÜSS, .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:58:y:2015:i:c:p:34-57.

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  11. Consumption management in the Nord Pool region: A stability analysis. (2015). Lindstrom, Erik ; Noren, Vicke ; Madsen, Henrik.
    In: Applied Energy.
    RePEc:eee:appene:v:146:y:2015:i:c:p:239-246.

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  12. Forecasting the occurrence of electricity price spikes in the UK power market. (2014). Weron, Rafał ; Maryniak, Pawel .
    In: HSC Research Reports.
    RePEc:wuu:wpaper:hsc1411.

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  13. Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). Weron, Rafał.
    In: HSC Research Reports.
    RePEc:wuu:wpaper:hsc1407.

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  14. Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). Weron, Rafał.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:30:y:2014:i:4:p:1030-1081.

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  15. Commodity Derivative Pricing Under the Benchmark Approach. (2013). Du, KE.
    In: PhD Thesis.
    RePEc:uts:finphd:2.

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  16. Commodity Derivative Pricing Under the Benchmark Approach. (2013). Du, KE.
    In: PhD Thesis.
    RePEc:uts:finphd:1-2013.

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  17. Electricity Derivatives Pricing with Forward-Looking Information. (2013). Prokopczuk, Marcel ; Füss, Roland ; Mahringer, Steffen ; Fuss, Roland ; ROLAND FÜSS, .
    In: Working Papers on Finance.
    RePEc:usg:sfwpfi:2013:17.

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  18. A model for hedging load and price risk in the Texas electricity market. (2013). Coulon, Michael ; Powell, Warren B. ; Sircar, Ronnie.
    In: Energy Economics.
    RePEc:eee:eneeco:v:40:y:2013:i:c:p:976-988.

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  19. Robust estimation and forecasting of the long-term seasonal component of electricity spot prices. (2013). Weron, Rafał ; Nowotarski, Jakub ; Tomczyk, Jakub .
    In: Energy Economics.
    RePEc:eee:eneeco:v:39:y:2013:i:c:p:13-27.

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  20. An empirical study of the information premium on electricity markets. (2013). Benth, Fred Espen ; Kiesel, Rudiger ; Biegler-Konig, Richard .
    In: Energy Economics.
    RePEc:eee:eneeco:v:36:y:2013:i:c:p:55-77.

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  21. The forward premium in electricity futures. (2013). Chen, Dipeng ; Bunn, Derek W.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:23:y:2013:i:c:p:173-186.

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  22. Robust estimation and forecasting of the long-term seasonal component of electricity spot prices. (2012). Weron, Rafał ; Tomczyk, Jakub ; Nowotarski, Jakub.
    In: HSC Research Reports.
    RePEc:wuu:wpaper:hsc1206.

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  23. Inference for Markov-regime switching models of electricity spot prices. (2012). Weron, Rafał ; Janczura, Joanna.
    In: HSC Research Reports.
    RePEc:wuu:wpaper:hsc1201.

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  24. A hybrid SETARX model for spikes in tight electricity markets. (2012). Lucheroni, Carlo.
    In: Operations Research and Decisions.
    RePEc:wut:journl:v:1:y:2012:p:13-49:id:1019.

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  25. Robust estimation and forecasting of the long-term seasonal component of electricity spot prices. (2012). Weron, Rafał ; Tomczyk, Jakub ; Nowotarski, Jakub.
    In: MPRA Paper.
    RePEc:pra:mprapa:42563.

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  26. An empirical comparison of alternate regime-switching models or electricity spot prices. (2010). Weron, Rafał ; Janczura, Joanna.
    In: MPRA Paper.
    RePEc:pra:mprapa:20546.

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  27. An empirical comparison of alternate regime-switching models for electricity spot prices. (2010). Weron, Rafał ; Janczura, Joanna.
    In: Energy Economics.
    RePEc:eee:eneeco:v:32:y:2010:i:5:p:1059-1073.

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References

References cited by this document

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