Add to ORKGHow can we model the dynamics of the electricity forward curve? DSFM: Modeling and forecasting electricity forward price
This paper proposes a new modelling framework for electricity forward markets, which is based on amb...
This paper provides a two-factor model for electricity futures that captures the main features of th...
Energy commodity markets have been developing very rapidly in the past few years. Many new products ...
This chapter considers the modeling of electricity forward curve dynamics with parameterized volatil...
In this paper we introduce the dynamic semiparametric factor model (DSFM) for electricity forward cu...
The purpose of this paper is to investigate the forward curve dynamics in an electricity market. Six...
This paper examines the importance of the regular patterns in the behavior of electricity prices, an...
In this thesis I have investigated a small part of the extensive Nordic electricity market. My inten...
Finding a model for electricity spot prices Linear time series analysis The market data CARMA Lévy ...
This thesis focuses on the Nordic electricity market, mainly the ability of futures contracts to for...
This paper provides a two-factor model for electricity futures, which captures the main features of ...
This note investigates price differentials between electricity forwards and portfolios of short-term...
A system dynamic model to analyse long-term versus short-term implications of various energy policie...
The Nordic power system and electricity market consists of Finland, Sweden, Norway and Denmark, whic...
Electricity differs from other commodities in that it cannot be stored. This non-storability charact...
This paper proposes a new modelling framework for electricity forward markets, which is based on amb...
This paper provides a two-factor model for electricity futures that captures the main features of th...
Energy commodity markets have been developing very rapidly in the past few years. Many new products ...
This chapter considers the modeling of electricity forward curve dynamics with parameterized volatil...
In this paper we introduce the dynamic semiparametric factor model (DSFM) for electricity forward cu...
The purpose of this paper is to investigate the forward curve dynamics in an electricity market. Six...
This paper examines the importance of the regular patterns in the behavior of electricity prices, an...
In this thesis I have investigated a small part of the extensive Nordic electricity market. My inten...
Finding a model for electricity spot prices Linear time series analysis The market data CARMA Lévy ...
This thesis focuses on the Nordic electricity market, mainly the ability of futures contracts to for...
This paper provides a two-factor model for electricity futures, which captures the main features of ...
This note investigates price differentials between electricity forwards and portfolios of short-term...
A system dynamic model to analyse long-term versus short-term implications of various energy policie...
The Nordic power system and electricity market consists of Finland, Sweden, Norway and Denmark, whic...
Electricity differs from other commodities in that it cannot be stored. This non-storability charact...
This paper proposes a new modelling framework for electricity forward markets, which is based on amb...
This paper provides a two-factor model for electricity futures that captures the main features of th...
Energy commodity markets have been developing very rapidly in the past few years. Many new products ...