Risk Management and the Role of Spot Price Predictions in the Australian Retail Electricity Market
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DOI: 10.2202/1558-3708.1383
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- Lars Ivar Hagfors & Hilde Hørthe Kamperud & Florentina Paraschiv & Marcel Prokopczuk & Alma Sator & Sjur Westgaard, 2016.
"Prediction of extreme price occurrences in the German day-ahead electricity market,"
Quantitative Finance, Taylor & Francis Journals, vol. 16(12), pages 1929-1948, December.
- Hagfors, Lars Ivar & Kamperud , Hilde Horthe & Paraschiv, Florentina & Prokopczuk, Marcel & Sator, Alma & Westgaard, Sjur, 2016. "Prediction of Extreme Price Occurrences in the German Day-ahead Electricity Market," Working Papers on Finance 1622, University of St. Gallen, School of Finance.
- Janczura, Joanna & Trück, Stefan & Weron, Rafał & Wolff, Rodney C., 2013.
"Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling,"
Energy Economics, Elsevier, vol. 38(C), pages 96-110.
- Janczura, Joanna & Trueck, Stefan & Weron, Rafal & Wolff, Rodney, 2012. "Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling," MPRA Paper 39277, University Library of Munich, Germany.
- Yan, Guan & Trück, Stefan, 2020. "A dynamic network analysis of spot electricity prices in the Australian national electricity market," Energy Economics, Elsevier, vol. 92(C).
- Jakub Nowotarski & Jakub Tomczyk & Rafal Weron, 2013. "Modeling and forecasting of the long-term seasonal component of the EEX and Nord Pool spot prices," HSC Research Reports HSC/13/02, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
- Nowotarski, Jakub & Tomczyk, Jakub & Weron, Rafał, 2013.
"Robust estimation and forecasting of the long-term seasonal component of electricity spot prices,"
Energy Economics, Elsevier, vol. 39(C), pages 13-27.
- Nowotarski, Jakub & Tomczyk, Jakub & Weron, Rafal, 2012. "Robust estimation and forecasting of the long-term seasonal component of electricity spot prices," MPRA Paper 42563, University Library of Munich, Germany.
- Jakub Nowotarski & Jakub Tomczyk & Rafal Weron, 2012. "Robust estimation and forecasting of the long-term seasonal component of electricity spot prices," HSC Research Reports HSC/12/06, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
- Weron, Rafał & Zator, Michał, 2015.
"A note on using the Hodrick–Prescott filter in electricity markets,"
Energy Economics, Elsevier, vol. 48(C), pages 1-6.
- Rafal Weron & Michal Zator, 2014. "A note on using the Hodrick-Prescott filter in electricity markets," HSC Research Reports HSC/14/04, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
- Tafakori, Laleh & Pourkhanali, Armin & Fard, Farzad Alavi, 2018. "Forecasting spikes in electricity return innovations," Energy, Elsevier, vol. 150(C), pages 508-526.
- Weron, Rafał, 2014.
"Electricity price forecasting: A review of the state-of-the-art with a look into the future,"
International Journal of Forecasting, Elsevier, vol. 30(4), pages 1030-1081.
- Rafal Weron, 2014. "Electricity price forecasting: A review of the state-of-the-art with a look into the future," HSC Research Reports HSC/14/07, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
- John Foster & Liam Wagner & Ariel Liebman, 2011. "Market and Economic Modelling of the Intelligent Grid: 1st Interim Report 2009," Energy Economics and Management Group Working Papers 08, School of Economics, University of Queensland, Australia.
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