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Risk premiums in the German day-ahead Electricity Market. (2011). Viehmann, Johannes .
In: Energy Policy.
RePEc:eee:enepol:v:39:y:2011:i:1:p:386-394.

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Cited: 34

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  1. The electricity production cost curve during extreme winter weather. (2021). Pilotte, Eugene A ; Michelfelder, Richard A.
    In: Journal of Economics and Business.
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  2. The forward premium in electricity markets: An experimental study. (2021). Van Koten, Silvester.
    In: Energy Economics.
    RePEc:eee:eneeco:v:94:y:2021:i:c:s0140988320303996.

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  3. Risk premia in electricity derivatives markets. (2021). Leccadito, Arturo ; Algieri, Bernardina ; Tunaru, Diana.
    In: Energy Economics.
    RePEc:eee:eneeco:v:100:y:2021:i:c:s014098832100205x.

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  4. Demand response, market design and risk: A literature review. (2020). Soares, Isabel ; Sousa, Joana.
    In: Utilities Policy.
    RePEc:eee:juipol:v:66:y:2020:i:c:s0957178720300783.

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  5. Forward premia in electricity markets: A replication study. (2020). Van Koten, Silvester.
    In: Energy Economics.
    RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301523.

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  6. Unifying the theory of storage and the risk premium by an unobservable intrinsic electricity price. (2020). Korn, Ralf ; Hinderks, Wieger ; Wagner, Andreas.
    In: Papers.
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  7. Risk premia in the German day-ahead electricity market revisited: The impact of negative prices. (2019). Valitov, Niyaz .
    In: Energy Economics.
    RePEc:eee:eneeco:v:82:y:2019:i:c:p:70-77.

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  8. Robust strategic bidding in auction-based markets. (2019). Fanzeres, Bruno ; Street, Alexandre ; Ahmed, Shabbir.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:272:y:2019:i:3:p:1158-1172.

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  9. Optimal electricity demand response contracting with responsiveness incentives. (2019). Touzi, Nizar ; Possamai, Dylan ; Ren'e A"id, .
    In: Papers.
    RePEc:arx:papers:1810.09063.

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  10. Liquidity and risk premia in electricity futures. (2018). Bevin-McCrimmon, Fergus ; Sise, Greg ; McCarten, Matthew ; Diaz-Rainey, Ivan.
    In: Energy Economics.
    RePEc:eee:eneeco:v:75:y:2018:i:c:p:503-517.

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  11. On the spot-futures no-arbitrage relations in commodity markets. (2018). Lautier, Delphine ; Ren'e A"id, ; Campi, Luciano .
    In: Papers.
    RePEc:arx:papers:1501.00273.

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  12. Modelling Electricity Swaps with Stochastic Forward Premium Models. (2018). Rodriguez, Rosa ; Pea, Juan Ignacio.
    In: The Energy Journal.
    RePEc:aen:journl:ej39-2-pena.

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  13. Beyond the day-ahead market – effects of revenue maximisation of the marketing of renewables on electricity markets. (2017). .
    In: Energy & Environment.
    RePEc:sae:engenv:v:28:y:2017:i:1-2:p:110-144.

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  14. Economic Analysis of Price Premiums in the Presence of Non-convexities - Evidence from German Electricity Markets. (2017). Paschmann, Martin .
    In: EWI Working Papers.
    RePEc:ris:ewikln:2017_012.

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  15. Explaining Electricity Forward Premiums - Evidence for the Weather Uncertainty Effect. (2017). Obermüller, Frank ; Obermuller, Frank.
    In: EWI Working Papers.
    RePEc:ris:ewikln:2017_010.

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  16. The plunge in German electricity futures prices – Analysis using a parsimonious fundamental model. (2016). Kallabis, Thomas ; Weber, Christoph ; Pape, Christian.
    In: Energy Policy.
    RePEc:eee:enepol:v:95:y:2016:i:c:p:280-290.

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  17. Time-zero efficiency of European power derivatives markets. (2016). Pea, Juan Ignacio ; Rodriguez, Rosa.
    In: Energy Policy.
    RePEc:eee:enepol:v:95:y:2016:i:c:p:253-268.

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  18. Are fundamentals enough? Explaining price variations in the German day-ahead and intraday power market. (2016). Pape, Christian ; Weber, Christoph ; Hagemann, Simon .
    In: Energy Economics.
    RePEc:eee:eneeco:v:54:y:2016:i:c:p:376-387.

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  19. Is an inefficient transmission market better than none at all? On zonal and nodal pricing in electricity systems. (2015). Bertsch, Joachim.
    In: EWI Working Papers.
    RePEc:ris:ewikln:2015_005.

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  20. Forecasting day ahead electricity spot prices: The impact of the EXAA to other European electricity markets. (2015). Steinert, Rick ; Ziel, Florian ; Husmann, Sven .
    In: Energy Economics.
    RePEc:eee:eneeco:v:51:y:2015:i:c:p:430-444.

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  21. The plunge in German futures prices – Analysis using a parsimonious fundamental model. (2015). Kallabis, Thomas ; Weber, Christoph ; Pape, Christian.
    In: EWL Working Papers.
    RePEc:dui:wpaper:1504.

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  22. Are Fundamentals Enough? Explaining Price Variations in the German Day-Ahead and Intraday Power Market. (2015). Pape, Christian ; Weber, Christoph.
    In: EWL Working Papers.
    RePEc:dui:wpaper:1502.

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  23. Forecasting day ahead electricity spot prices: The impact of the EXAA to other European electricity markets. (2015). Ziel, Florian ; Husmann, Sven ; Steinert, Rick.
    In: Papers.
    RePEc:arx:papers:1501.00818.

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  24. Electricity futures prices in an emissions constrained economy: Evidence from European power markets. (2015). Symeonidis, Lazaros ; Markellos, Raphael ; Daskalakis, George ; George, Lazaros Symeonidis .
    In: The Energy Journal.
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  25. Electricity Prices, River Temperatures, and Cooling Water Scarcity. (2014). Nilsen, Øivind ; McDermott, Grant R..
    In: Land Economics.
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  26. The impact of renewable energies on EEX day-ahead electricity prices. (2014). Paraschiv, Florentina ; Erni, David ; Pietsch, Ralf .
    In: Energy Policy.
    RePEc:eee:enepol:v:73:y:2014:i:c:p:196-210.

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  27. The value of information in explicit cross-border capacity auction regimes in electricity markets. (2014). Richter, Jan ; Viehmann, Johannes .
    In: Energy Policy.
    RePEc:eee:enepol:v:70:y:2014:i:c:p:74-84.

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  28. Optimal operation and forecasting policy for pump storage plants in day-ahead markets. (2014). Muche, Thomas .
    In: Applied Energy.
    RePEc:eee:appene:v:113:y:2014:i:c:p:1089-1099.

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  29. Price Dynamics in Electricity Markets. (2013). Paraschiv, Florentina.
    In: Working Papers on Finance.
    RePEc:usg:sfwpfi:2013:14.

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  30. The Value of Information in Explicit Cross-Border Capacity Auction Regimes in Electricity Markets. (2013). Richter, Jan ; Viehmann, Johannes .
    In: EWI Working Papers.
    RePEc:ris:ewikln:2013_005.

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  31. Predicting the Prices of Electricity Derivatives on the Energy Exchange. (2013). Kratochvil, tpan ; Star, Oldich .
    In: Acta Oeconomica Pragensia.
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  32. A jump diffusion model for spot electricity prices and market price of risk. (2013). Colwell, David B. ; Xiao, Yuewen ; Bhar, Ramaprasad.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:392:y:2013:i:15:p:3213-3222.

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  33. Electricity Prices, River Temperatures and Cooling Water Scarcity. (2012). Nilsen, Øivind ; McDermott, Grant R..
    In: IZA Discussion Papers.
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  34. Impact of wind speed variations on wind farm economy in the open market conditions. (2012). urii, eljko ; Mikulovi, Jovan ; Babi, Iva .
    In: Renewable Energy.
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  36. A critical empirical study of three electricity spot price models. (2012). Nazarova, Anna ; Kiesel, Rudiger ; Benth, Fred Espen.
    In: Energy Economics.
    RePEc:eee:eneeco:v:34:y:2012:i:5:p:1589-1616.

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  37. Liquidity and dirty hedging in the Nordic electricity market. (2012). Frestad, Dennis.
    In: Energy Economics.
    RePEc:eee:eneeco:v:34:y:2012:i:5:p:1341-1355.

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  38. Electricity Futures Prices: Indirect Storability, Expectations, and Risk Premiums. (2012). Kilic, Mehtap ; Huisman, Ronald .
    In: Energy Economics.
    RePEc:eee:eneeco:v:34:y:2012:i:4:p:892-898.

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  39. Optimal portfolios in commodity futures markets. (2012). Lempa, Jukka ; Benth, Fred Espen.
    In: Papers.
    RePEc:arx:papers:1204.2667.

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  40. Pricing electricity derivatives within a Markov regime-switching model. (2012). Janczura, Joanna.
    In: Papers.
    RePEc:arx:papers:1203.5442.

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  41. Futures pricing in electricity markets based on stable CARMA spot models. (2012). Kluppelberg, Claudia ; Vos, Linda ; Muller, Gernot ; Benth, Fred Espen.
    In: Papers.
    RePEc:arx:papers:1201.1151.

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  42. Efficient estimation of Markov regime-switching models: An application to electricity spot prices. (2011). Weron, Rafał ; Janczura, Joanna.
    In: HSC Research Reports.
    RePEc:wuu:wpaper:hsc1102.

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  43. Links between spot and futures allowances: ECX and EEX markets comparison. (2011). Pinho, Carlos ; Madaleno, Mara.
    In: International Journal of Global Energy Issues.
    RePEc:ids:ijgeni:v:35:y:2011:i:2/3/4:p:101-131.

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  44. A novel approach for modeling deregulated electricity markets. (2011). Rubin, Ofir ; Babcock, Bruce.
    In: Energy Policy.
    RePEc:eee:enepol:v:39:y:2011:i:5:p:2711-2721.

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  45. Risk premiums in the German day-ahead Electricity Market. (2011). Viehmann, Johannes .
    In: Energy Policy.
    RePEc:eee:enepol:v:39:y:2011:i:1:p:386-394.

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  46. Dynamic copula models for the spark spread. (2010). Kettler, Paul ; Benth, Fred Espen.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:11:y:2010:i:3:p:407-421.

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  47. Modelling risk premia in CO2 allowances spot and futures prices. (2010). Chevallier, Julien.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:27:y:2010:i:3:p:717-729.

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  48. Risk premia in electricity wholesale spot markets: empirical evidence from Germany. (2009). Pietz, Matthaus .
    In: CEFS Working Paper Series.
    RePEc:zbw:cefswp:200911.

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  49. Risk premia in the German electricity futures market. (2009). Pietz, Matthaus .
    In: CEFS Working Paper Series.
    RePEc:zbw:cefswp:200907.

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  50. Locational price spreads and the pricing of contracts for difference: Evidence from the Nordic market. (2009). Marckhoff, Jan ; Wimschulte, Jens .
    In: Energy Economics.
    RePEc:eee:eneeco:v:31:y:2009:i:2:p:257-268.

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