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On the effectiveness of the anti-gaming policy between the day-ahead and real-time electricity markets in The Netherlands

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  • Boogert, Alexander
  • Dupont, Dominique

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  • Boogert, Alexander & Dupont, Dominique, 2005. "On the effectiveness of the anti-gaming policy between the day-ahead and real-time electricity markets in The Netherlands," Energy Economics, Elsevier, vol. 27(5), pages 752-770, September.
    • Handle: RePEc:eee:eneeco:v:27:y:2005:i:5:p:752-770
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    References listed on IDEAS

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    1. Hendrik Bessembinder & Michael L. Lemmon, 2002. "Equilibrium Pricing and Optimal Hedging in Electricity Forward Markets," Journal of Finance, American Finance Association, vol. 57(3), pages 1347-1382, June.
    2. Francis A. Longstaff & Ashley W. Wang, 2004. "Electricity Forward Prices: A High-Frequency Empirical Analysis," Journal of Finance, American Finance Association, vol. 59(4), pages 1877-1900, August.
    3. Severin Borenstein & James Bushnell & Christopher R. Knittel & Catherine Wolfram, 2001. "Trading Inefficiencies in California's Electricity Markets," NBER Working Papers 8620, National Bureau of Economic Research, Inc.
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    Cited by:

    1. Pietz, Matthäus, 2009. "Risk premia in electricity wholesale spot markets: empirical evidence from Germany," CEFS Working Paper Series 2009-11, Technische Universität München (TUM), Center for Entrepreneurial and Financial Studies (CEFS).
    2. Santhosh, Apoorva & Farid, Amro M. & Youcef-Toumi, Kamal, 2014. "Real-time economic dispatch for the supply side of the energy-water nexus," Applied Energy, Elsevier, vol. 122(C), pages 42-52.
    3. Erdogdu, Erkan, 2016. "Asymmetric volatility in European day-ahead power markets: A comparative microeconomic analysis," Energy Economics, Elsevier, vol. 56(C), pages 398-409.
    4. Möller, Christoph & Rachev, Svetlozar T. & Fabozzi, Frank J., 2011. "Balancing energy strategies in electricity portfolio management," Energy Economics, Elsevier, vol. 33(1), pages 2-11, January.
    5. Tryggvi Jónsson & Pierre Pinson & Henrik Madsen & Henrik Aalborg Nielsen, 2014. "Predictive Densities for Day-Ahead Electricity Prices Using Time-Adaptive Quantile Regression," Energies, MDPI, vol. 7(9), pages 1-25, August.
    6. Asan, Goksel & Tasaltin, Kamil, 2017. "Market efficiency assessment under dual pricing rule for the Turkish wholesale electricity market," Energy Policy, Elsevier, vol. 107(C), pages 109-118.
    7. Leen Vandezande & Leonardo Meeus & Ronnie Belmans & Marcelo Saguan & Jean-Michel Glachant & Vincent Rious, 2009. "Lacking balancing market harmonisation in Europe: room for trader profits at the expense of economic efficiency?," Post-Print hal-00422185, HAL.
    8. Jónsson, Tryggvi & Pinson, Pierre & Madsen, Henrik, 2010. "On the market impact of wind energy forecasts," Energy Economics, Elsevier, vol. 32(2), pages 313-320, March.
    9. Alexander Boogert & Dominique Dupont, 2007. "When Supply Meets Demand: The Case of Hourly Spot Electricity Prices," Birkbeck Working Papers in Economics and Finance 0707, Birkbeck, Department of Economics, Mathematics & Statistics.
    10. Mustafa Kemal Yilmaz & Necla I. Kucukcolak & R. Ali Kucukcolak, 2018. "Market Efficiency and Risk Premium in the Turkish Wholesale Electricity Market," International Journal of Energy Economics and Policy, Econjournals, vol. 8(5), pages 76-88.
    11. Scherer, Marc & Haubensak, Oliver & Staake, Thorsten, 2015. "Assessing distorted trading incentives of balance responsible parties based on the example of the Swiss power system," Energy Policy, Elsevier, vol. 86(C), pages 792-801.
    12. Sebastian Just & Christoph Weber, 2015. "Strategic behavior in the German balancing energy mechanism: incentives, evidence, costs and solutions," Journal of Regulatory Economics, Springer, vol. 48(2), pages 218-243, October.
    13. Oikonomou, Konstantinos & Tarroja, Brian & Kern, Jordan & Voisin, Nathalie, 2022. "Core process representation in power system operational models: Gaps, challenges, and opportunities for multisector dynamics research," Energy, Elsevier, vol. 238(PC).
    14. Stawska, Anna & Romero, Natalia & de Weerdt, Mathijs & Verzijlbergh, Remco, 2021. "Demand response: For congestion management or for grid balancing?," Energy Policy, Elsevier, vol. 148(PA).
    15. Hoogvliet, T.W. & Litjens, G.B.M.A. & van Sark, W.G.J.H.M., 2017. "Provision of regulating- and reserve power by electric vehicle owners in the Dutch market," Applied Energy, Elsevier, vol. 190(C), pages 1008-1019.
    16. Tryggvi Jónsson & Pierre Pinson & Henrik Aa. Nielsen & Henrik Madsen, 2014. "Exponential Smoothing Approaches for Prediction in Real-Time Electricity Markets," Energies, MDPI, vol. 7(6), pages 1-23, June.
    17. Wang, Tonghe & Guo, Jian & Ai, Songpu & Cao, Junwei, 2021. "RBT: A distributed reputation system for blockchain-based peer-to-peer energy trading with fairness consideration," Applied Energy, Elsevier, vol. 295(C).

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