IDEAS home Printed from https://ideas.repec.org/r/wuu/wpaper/hsc1902.html
   My bibliography  Save this item

Assessing the impact of renewable energy sources on the electricity price level and variability - a Quantile Regression approach

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Özen, Kadir & Yıldırım, Dilem, 2021. "Application of bagging in day-ahead electricity price forecasting and factor augmentation," Energy Economics, Elsevier, vol. 103(C).
  2. Pereira, Diogo Santos & Marques, António Cardoso, 2020. "How should price-responsive electricity tariffs evolve? An analysis of the German net demand case," Utilities Policy, Elsevier, vol. 66(C).
  3. Katarzyna Maciejowska, 2022. "A portfolio management of a small RES utility with a Structural Vector Autoregressive model of German electricity markets," Papers 2205.00975, arXiv.org.
  4. Michał Narajewski, 2022. "Probabilistic Forecasting of German Electricity Imbalance Prices," Energies, MDPI, vol. 15(14), pages 1-17, July.
  5. Lago, Jesus & Marcjasz, Grzegorz & De Schutter, Bart & Weron, Rafał, 2021. "Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark," Applied Energy, Elsevier, vol. 293(C).
  6. Danlu Xu & Zhoubin Liu & Rui Shan & Haixiao Weng & Haoyu Zhang, 2023. "How a Grid Company Could Enter the Hydrogen Industry through a New Business Model: A Case Study in China," Sustainability, MDPI, vol. 15(5), pages 1-21, March.
  7. Andr s Oviedo-G mez & Sandra Milena Londo o-Hern ndez & Diego Fernando Manotas-Duque, 2021. "Electricity Price Fundamentals in Hydrothermal Power Generation Markets Using Machine Learning and Quantile Regression Analysis," International Journal of Energy Economics and Policy, Econjournals, vol. 11(5), pages 66-77.
  8. Bartosz Uniejewski & Katarzyna Maciejowska, 2022. "LASSO Principal Component Averaging -- a fully automated approach for point forecast pooling," Papers 2207.04794, arXiv.org.
  9. Matheus Henrique Dal Molin Ribeiro & Stéfano Frizzo Stefenon & José Donizetti de Lima & Ademir Nied & Viviana Cocco Mariani & Leandro dos Santos Coelho, 2020. "Electricity Price Forecasting Based on Self-Adaptive Decomposition and Heterogeneous Ensemble Learning," Energies, MDPI, vol. 13(19), pages 1-22, October.
  10. Neeraj Kumar & Madan Mohan Tripathi & Saket Gupta & Majed A. Alotaibi & Hasmat Malik & Asyraf Afthanorhan, 2023. "Study of Potential Impact of Wind Energy on Electricity Price Using Regression Techniques," Sustainability, MDPI, vol. 15(19), pages 1-17, October.
  11. Jozef Barunik & Lubos Hanus, 2023. "Learning Probability Distributions of Day-Ahead Electricity Prices," Papers 2310.02867, arXiv.org, revised Oct 2023.
  12. Uniejewski, Bartosz & Weron, Rafał, 2021. "Regularized quantile regression averaging for probabilistic electricity price forecasting," Energy Economics, Elsevier, vol. 95(C).
  13. Hakan Acaroğlu & Fausto Pedro García Márquez, 2021. "Comprehensive Review on Electricity Market Price and Load Forecasting Based on Wind Energy," Energies, MDPI, vol. 14(22), pages 1-23, November.
  14. Fang, Guochang & Tian, Lixin & Yang, Zili, 2020. "The construction of a comprehensive multidimensional energy index," Energy Economics, Elsevier, vol. 90(C).
  15. Bonaldo, Cinzia & Caporin, Massimiliano & Fontini, Fulvio, 2022. "The relationship between day-ahead and future prices in electricity markets: An empirical analysis on Italy, France, Germany, and Switzerland," Energy Economics, Elsevier, vol. 110(C).
  16. Maniatis, Georgios I. & Milonas, Nikolaos T., 2022. "The impact of wind and solar power generation on the level and volatility of wholesale electricity prices in Greece," Energy Policy, Elsevier, vol. 170(C).
  17. Marcjasz, Grzegorz & Narajewski, Michał & Weron, Rafał & Ziel, Florian, 2023. "Distributional neural networks for electricity price forecasting," Energy Economics, Elsevier, vol. 125(C).
  18. Luo, Yusen & Lu, Zhengnan & Long, Xingle, 2020. "Heterogeneous effects of endogenous and foreign innovation on CO2 emissions stochastic convergence across China," Energy Economics, Elsevier, vol. 91(C).
  19. Huisman, Ronald & Stet, Cristian, 2022. "The dependence of quantile power prices on supply from renewables," Energy Economics, Elsevier, vol. 105(C).
  20. Peña, Juan Ignacio & Rodríguez, Rosa & Mayoral, Silvia, 2022. "Cannibalization, depredation, and market remuneration of power plants," Energy Policy, Elsevier, vol. 167(C).
  21. Mwampashi, Muthe Mathias & Nikitopoulos, Christina Sklibosios & Konstandatos, Otto & Rai, Alan, 2021. "Wind generation and the dynamics of electricity prices in Australia," Energy Economics, Elsevier, vol. 103(C).
  22. Christopher Kath & Weronika Nitka & Tomasz Serafin & Tomasz Weron & Przemyslaw Zaleski & Rafal Weron, 2019. "Balancing RES generation: Profitability of an energy trader," HSC Research Reports HSC/19/07, Hugo Steinhaus Center, Wroclaw University of Technology.
  23. Uniejewski, Bartosz & Maciejowska, Katarzyna, 2023. "LASSO principal component averaging: A fully automated approach for point forecast pooling," International Journal of Forecasting, Elsevier, vol. 39(4), pages 1839-1852.
  24. Kraschewski, Tobias & Brauner, Tim & Heumann, Maximilian & Breitner, Michael H., 2023. "Disentangle the price dispersion of residential solar photovoltaic systems: Evidence from Germany," Energy Economics, Elsevier, vol. 121(C).
  25. Macedo, Daniela Pereira & Marques, António Cardoso & Damette, Olivier, 2021. "The Merit-Order Effect on the Swedish bidding zone with the highest electricity flow in the Elspot market," Energy Economics, Elsevier, vol. 102(C).
  26. Katarzyna Maciejowska & Bartosz Uniejewski & Rafa{l} Weron, 2022. "Forecasting Electricity Prices," Papers 2204.11735, arXiv.org.
  27. Janczura, Joanna & Wójcik, Edyta, 2022. "Dynamic short-term risk management strategies for the choice of electricity market based on probabilistic forecasts of profit and risk measures. The German and the Polish market case study," Energy Economics, Elsevier, vol. 110(C).
  28. Grzegorz Marcjasz & Bartosz Uniejewski & Rafał Weron, 2020. "Beating the Naïve—Combining LASSO with Naïve Intraday Electricity Price Forecasts," Energies, MDPI, vol. 13(7), pages 1-16, April.
  29. Tselika, Kyriaki, 2022. "The impact of variable renewables on the distribution of hourly electricity prices and their variability: A panel approach," Energy Economics, Elsevier, vol. 113(C).
  30. Jakub Jurasz & Jerzy Mikulik & Paweł B. Dąbek & Mohammed Guezgouz & Bartosz Kaźmierczak, 2021. "Complementarity and ‘Resource Droughts’ of Solar and Wind Energy in Poland: An ERA5-Based Analysis," Energies, MDPI, vol. 14(4), pages 1-24, February.
  31. Micha{l} Narajewski & Florian Ziel, 2020. "Ensemble Forecasting for Intraday Electricity Prices: Simulating Trajectories," Papers 2005.01365, arXiv.org, revised Aug 2020.
  32. Mwampashi, Muthe Mathias & Nikitopoulos, Christina Sklibosios & Rai, Alan & Konstandatos, Otto, 2022. "Large-scale and rooftop solar generation in the NEM: A tale of two renewables strategies," Energy Economics, Elsevier, vol. 115(C).
  33. Macedo, Daniela Pereira & Marques, António Cardoso & Damette, Olivier, 2022. "The role of electricity flows and renewable electricity production in the behaviour of electricity prices in Spain," Economic Analysis and Policy, Elsevier, vol. 76(C), pages 885-900.
  34. Joanna Janczura & Andrzej Puć, 2023. "ARX-GARCH Probabilistic Price Forecasts for Diversification of Trade in Electricity Markets—Variance Stabilizing Transformation and Financial Risk-Minimizing Portfolio Allocation," Energies, MDPI, vol. 16(2), pages 1-28, January.
  35. Micha{l} Narajewski, 2022. "Probabilistic forecasting of German electricity imbalance prices," Papers 2205.11439, arXiv.org.
  36. Petersen, Claire & Reguant, Mar & Segura, Lola, 2024. "Measuring the impact of wind power and intermittency," Energy Economics, Elsevier, vol. 129(C).
  37. Tian, Yuyu & Chang, Jianxia & Wang, Yimin & Wang, Xuebin & Zhao, Mingzhe & Meng, Xuejiao & Guo, Aijun, 2022. "A method of short-term risk and economic dispatch of the hydro-thermal-wind-PV hybrid system considering spinning reserve requirements," Applied Energy, Elsevier, vol. 328(C).
  38. Hunjra, Ahmed Imran & Azam, Muhammad & Bruna, Maria Giuseppina & Verhoeven, Peter & Al-Faryan, Mamdouh Abdulaziz Saleh, 2022. "Sustainable development: The impact of political risk, macroeconomic policy uncertainty and ethnic conflict," International Review of Financial Analysis, Elsevier, vol. 84(C).
  39. Sirin, Selahattin Murat & Yilmaz, Berna N., 2020. "Variable renewable energy technologies in the Turkish electricity market: Quantile regression analysis of the merit-order effect," Energy Policy, Elsevier, vol. 144(C).
  40. Christopher Kath & Weronika Nitka & Tomasz Serafin & Tomasz Weron & Przemysław Zaleski & Rafał Weron, 2020. "Balancing Generation from Renewable Energy Sources: Profitability of an Energy Trader," Energies, MDPI, vol. 13(1), pages 1-15, January.
  41. Venkatraman Indrajayanthan & Nalin Kant Mohanty & Rajvikram Madurai Elavarasan & Lucian Mihet-Popa, 2022. "Investigation on Current and Prospective Energy Transition Scenarios in Indian Landscape Using Integrated SWOT-MCDA Methodology," Sustainability, MDPI, vol. 14(9), pages 1-31, April.
  42. Sirin, Selahattin Murat & Yilmaz, Berna N., 2021. "The impact of variable renewable energy technologies on electricity markets: An analysis of the Turkish balancing market," Energy Policy, Elsevier, vol. 151(C).
  43. Sakaguchi, Makishi & Fujii, Hidemichi, 2021. "The impact of variable renewable energy penetration on wholesale electricity prices in Japan," MPRA Paper 110554, University Library of Munich, Germany.
  44. Narajewski, Michał & Ziel, Florian, 2020. "Ensemble forecasting for intraday electricity prices: Simulating trajectories," Applied Energy, Elsevier, vol. 279(C).
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.