Electricity spot price dynamics: Beyond financial models
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- Alvaro Escribano & J. Ignacio Peña & Pablo Villaplana, 2011.
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- Evans, Lewis & Guthrie, Graeme & Videbeck, Steen, 2006. "Assessing the Integration of Electricity Markets Using Principal Component Analysis: Network and Market Structure Effects," Working Paper Series 3843, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation.
- Knittel, Christopher R. & Roberts, Michael R., 2005. "An empirical examination of restructured electricity prices," Energy Economics, Elsevier, vol. 27(5), pages 791-817, September.
- Huisman, R. & Huurman, C. & Mahieu, R.J., 2007.
"Hourly Electricity Prices in Day-Ahead Markets,"
ERIM Report Series Research in Management
ERS-2007-002-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
- Gregory P. Swinand & Carlos Rufin & Chetan Sharma, 2005. "Valuing Assets Using Real Options: An Application to Deregulated Electricity Markets," Journal of Applied Corporate Finance, Morgan Stanley, vol. 17(2), pages 55-67.
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- 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, 06.
- Goto, Mika & Karolyi, G. Andrew, 2004. "Understanding Electricity Price Volatility within and across Markets," Working Paper Series 2004-12, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Li, Ying & Flynn, Peter C., 2004. "Deregulated power prices: comparison of volatility," Energy Policy, Elsevier, vol. 32(14), pages 1591-1601, September.
- Li, Ying & Flynn, Peter C., 2004. "Deregulated power prices: comparison of diurnal patterns," Energy Policy, Elsevier, vol. 32(5), pages 657-672, March.
- 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, 08.
- Markus Burger & Bernhard Klar & Alfred Muller & Gero Schindlmayr, 2004. "A spot market model for pricing derivatives in electricity markets," Quantitative Finance, Taylor & Francis Journals, vol. 4(1), pages 109-122.
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