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2023Forecasting: Vol. 5, Issue 3A Hybrid Model for Multi-Day-Ahead Electricity Price Forecasting considering Price SpikesDaniel Manfre Jaimes, Manuel Zamudio López, Hamidreza Zareipour, Mike Quashiehttp://dx.doi.org/10.3390/forecast5030028
2023The Electricity Journal: Vol. 36, Issue 5Electricity Price spirals now or later: An emerging market experienceSonal Gupta, Mohammad Younus Bhathttp://dx.doi.org/10.1016/j.apenergy.2022.119182
2023Energy Economics: Vol. 119Foreseeing the worst: Forecasting electricity DART spikesRémi Galarneau-Vincent, Geneviève Gauthier, Frédéric Godinhttp://dx.doi.org/10.1016/j.eneco.2016.07.011
2023Energy Economics: Vol. 124Electricity price spike clustering: A zero-inflated GARX approachYe Lu, Neyavan Suthaharanhttp://dx.doi.org/10.1016/j.eneco.2022.105956
2022Applied Energy: Vol. 319Empirical study of day-ahead electricity spot-price forecasting: Insights into a novel loss function for training neural networksAhmad Amine Loutfi, Mengtao Sun, Ijlal Loutfi, Per Bjarte Solibakkehttp://dx.doi.org/10.1109/ICASSP.2016.7472468
2022SSRN Electronic Journal Foreseeing the Worst: Forecasting Electricity DART SpikesRémi Galarneau-Vincent, Genevieve Gauthier, Frédéric Godinhttp://dx.doi.org/10.1007/s41101-022-00132-5
2022Energy Economics: Vol. 109Short-term risk management of electricity retailers under rising shares of decentralized solar generationMarianna Russo, Emil Kraft, Valentin Bertsch, Dogan Keleshttp://dx.doi.org/10.1016/j.eneco.2018.03.002
2022Applied Stochastic Models in Business and Industry: Vol. 38, Issue 1A self‐exciting modeling framework for forward prices in power marketsGiorgia Callegaro, Andrea Mazzoran, Carlo Sgarrahttp://dx.doi.org/10.1080/14697688.2016.1211794
2022Water Conservation Science and Engineering: Vol. 7, Issue 2Understanding the Impact of Spot Market Electricity Price on Wastewater Asset Management StrategyPhuong Do, Christopher W. K. Chow, Raufdeen Rameezdeen, Nima Gorjianhttp://dx.doi.org/10.2139/ssrn.2614664
2022International Journal of Forecasting: Vol. 38, Issue 3Forecasting: theory and practiceFotios Petropoulos, Daniele Apiletti, Vassilios Assimakopoulos, Mohamed Zied Babai, Devon K. Barrow, Souhaib Ben Taieb, Christoph Bergmeir, Ricardo J. Bessa, Jakub Bijak, John E. Boylan, Jethro Browell, Claudio Carnevale, Jennifer L. Castle, Pasquale Cirillo, Michael P. Clements, Clara Cordeiro, Fernando Luiz Cyrino Oliveira, Shari De Baets, Alexander Dokumentov, Joanne Ellison, Piotr Fiszeder, Philip Hans Franses, David T. Frazier, Michael Gilliland, M. Sinan Gönül, Paul Goodwin, Luigi Grossi, Yael Grushka-Cockayne, Mariangela Guidolin, Massimo Guidolin, Ulrich Gunter, Xiaojia Guo, Renato Guseo, Nigel Harvey, David F. Hendry, Ross Hollyman, Tim Januschowski, Jooyoung Jeon, Victor Richmond R. Jose, Yanfei Kang, Anne B. Koehler, Stephan Kolassa, Nikolaos Kourentzes, Sonia Leva, Feng Li, Konstantia Litsiou, Spyros Makridakis, Gael M. Martin, Andrew B. Martinez, Sheik Meeran, Theodore Modis, Konstantinos Nikolopoulos, Dilek Önkal, Alessia Paccagnini, Anastasios Panagiotelis, Ioannis Panapakidis, Jose M. Pavía, Manuela Pedio, Diego J. Pedregal, Pierre Pinson, Patrícia Ramos, David E. Rapach, J. James Reade, Bahman Rostami-Tabar, Michał Rubaszek, Georgios Sermpinis, Han Lin Shang, Evangelos Spiliotis, Aris A. Syntetos, Priyanga Dilini Talagala, Thiyanga S. Talagala, Len Tashman, Dimitrios Thomakos, Thordis Thorarinsdottir, Ezio Todini, Juan Ramón Trapero Arenas, Xiaoqian Wang, Robert L. Winkler, Alisa Yusupova, Florian Zielhttp://dx.doi.org/10.1002/asmb.2645
2019Energy Economics: Vol. 79A branching process approach to power marketsYing Jiao, Chunhua Ma, Simone Scotti, Carlo Sgarrahttp://dx.doi.org/10.1214/13-AOAS652
2019SSRN Electronic Journal Operating Reserve Demand Curve, Scarcity Pricing and Intermittent Generation: Lessons from the Texas ERCOT ExperienceRaúl Bajo-Buenestadohttp://dx.doi.org/10.2139/ssrn.2694868
2017The Energy Journal: Vol. 38, Issue 4The Effect of Transmission Constraints on Electricity PricesAdam E. Clements, A. Stan Hurn, Zili Lihttp://dx.doi.org/10.1016/j.ijforecast.2021.11.001
2016Journal of Applied Econometrics: Vol. 31, Issue 4A Smooth Transition Logit Model of The Effects of Deregulation in the Electricity MarketA. Stan Hurn, Annastiina Silvennoinen, Timo Teräsvirtahttp://dx.doi.org/10.1007/s10182-011-0181-2
2016Energy Economics: Vol. 60Modeling and forecasting multivariate electricity price spikesHans Manner, Dennis Türk, Michael Eichlerhttp://dx.doi.org/10.1016/j.eneco.2016.04.002
2016Energy Economics: Vol. 56Asymmetric volatility in European day-ahead power markets: A comparative microeconomic analysisErkan Erdogduhttp://dx.doi.org/10.1016/j.jup.2023.101671
2016Energy Economics: Vol. 59Strategic bidding and rebidding in electricity marketsA.E. Clements, A.S. Hurn, Z. Lihttp://dx.doi.org/10.2139/ssrn.4133744
2016Quantitative Finance: Vol. 16, Issue 12Prediction of extreme price occurrences in the German day-ahead electricity marketLars Ivar Hagfors, Hilde Hørthe Kamperud, Florentina Paraschiv, Marcel Prokopczuk, Alma Sator, Sjur Westgaardhttp://dx.doi.org/10.1016/j.eneco.2023.106521
2015SSRN Electronic JournalAn Analytical Model for Standard and Volumetric Cap and Floor Pricing in Electricity MarketsJoe Maisano, Alex Radchikhttp://dx.doi.org/10.1016/j.tej.2023.107272
2015SSRN Electronic JournalCo-Simulation of Risk Factors in Power MarketsJialin Zhao, Sang Baum Kanghttp://dx.doi.org/10.1111/1475-4932.12072
2013The Annals of Applied Statistics: Vol. 7, Issue 3Modeling and forecasting electricity spot prices: A functional data perspectiveDominik Lieblhttp://dx.doi.org/10.1007/978-1-4614-7248-3_5
2013Economic Record: Vol. 89, Issue 287Semi‐parametric Forecasting of Spikes in Electricity PricesAdam Clements, Joanne Fuller, Stan Hurnhttp://dx.doi.org/10.1016/j.eneco.2023.106834
2012AStA Advances in Statistical Analysis: Vol. 96, Issue 3Efficient estimation of Markov regime-switching models: An application to electricity spot pricesJoanna Janczura, Rafał Weronhttp://dx.doi.org/10.3390/forecast6010007

 

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