Modeling electricity spot prices: Regime switching models with price-capped spike distributions
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- Nikolaidis, Alexandros I. & Milidonis, Andreas & Charalambous, Charalambos A., 2015. "Impact of fuel-dependent electricity retail charges on the value of net-metered PV applications in vertically integrated systems," Energy Policy, Elsevier, vol. 79(C), pages 150-160.
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KeywordsElectricity spot price; Markov regime-switching model; Price spike; Price cap; Truncated distribution;
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- C24 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Truncated and Censored Models; Switching Regression Models; Threshold Regression Models
- Q4 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy
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