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2023International Review of Economics & Finance: Vol. 86The impact of oil and natural gas prices on overnight risk in exchange rates based on the MVMQ-CAViaR modelsWei Penghttp://dx.doi.org/10.1016/j.iref.2023.03.031
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2023The Energy Journal: Vol. 44, Issue 4Cross-border Effects between the Spanish and French Electricity Markets: Asymmetric Dynamics and Benefits in the Light of European Market IntegrationIgnacio Mas Urquijo, Florentina Paraschivhttp://dx.doi.org/10.5547/01956574.44.4.imas
2023The Electricity Journal: Vol. 36, Issue 6Does it matter when the wind blows? Differential impacts of wind generation on the PJM wholesale electricity marketBolarinwa A. Ajanaku, Alan R. Collinshttp://dx.doi.org/10.1016/j.tej.2023.107303
2023International Journal of Forecasting: Vol. 39, Issue 3Static and dynamic models for multivariate distribution forecasts: Proper scoring rule tests of factor-quantile versus multivariate GARCH modelsCarol Alexander, Yang Han, Xiaochun Menghttp://dx.doi.org/10.1016/j.ijforecast.2022.04.004
2023Energy Policy: Vol. 180Market failure or politics? Understanding the motives behind regulatory actions to address surging electricity pricesSelahattin Murat Sirin, Ercument Camadan, Ibrahim Etem Erten, Alex Hongliang Zhanghttp://dx.doi.org/10.1016/j.enpol.2023.113647
2023Energies: Vol. 16, Issue 19An Intra-Day Electricity Price Forecasting Based on a Probabilistic Transformer Neural Network ArchitectureSergio Cantillo-Luna, Ricardo Moreno-Chuquen, Jesus Lopez-Sotelo, David Celeitahttp://dx.doi.org/10.3390/en16196767
2023SSRN Electronic JournalLearning Probability Distributions of Day-Ahead Electricity PricesJozef Barunik, Luboš Hanushttp://dx.doi.org/10.2139/ssrn.4592411
2022Energy Economics: Vol. 113The impact of variable renewables on the distribution of hourly electricity prices and their variability: A panel approachKyriaki Tselikahttp://dx.doi.org/10.1016/j.eneco.2022.106194
2022Energy Economics: Vol. 105The dependence of quantile power prices on supply from renewablesRonald Huisman, Cristian Stethttp://dx.doi.org/10.1016/j.eneco.2021.105685
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2022Energy Economics: Vol. 110Dynamic 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 studyJoanna Janczura, Edyta Wójcikhttp://dx.doi.org/10.1016/j.eneco.2022.106015
2022Cleaner Engineering and Technology: Vol. 9Econometric analysis of pricing and energy policy regulations in Japan electric power exchange spot marketMohamed Saad Suliman, Hooman Farzanehhttp://dx.doi.org/10.1016/j.clet.2022.100523
2022SSRN Electronic Journal “Comparing Merit Order Effects of Wind Penetration Across Wholesale Electricity Markets”Bolarinwa A. Ajanakuhttp://dx.doi.org/10.2139/ssrn.4171634
2022Energy Policy: Vol. 166Assessing the relationship between electricity and natural gas prices in European markets in times of distressJorge M. Uribe, Stephania Mosquera-López, Oscar J. Arenashttp://dx.doi.org/10.1016/j.enpol.2022.113018
2022IET Generation, Transmission & Distribution: Vol. 16, Issue 22Energy forecasting in smart grid systems: recent advancements in probabilistic deep learningDevinder Kaur, Shama Naz Islam, Md Apel Mahmud, Md Enamul Haque, Zhao Yang Donghttp://dx.doi.org/10.1049/gtd2.12603
2021Journal of Business & Economic Statistics: Vol. 39, Issue 3Bayesian Inference for Regression CopulasMichael Stanley Smith, Nadja Kleinhttp://dx.doi.org/10.1080/07350015.2020.1721295
2021Energy Economics: Vol. 95Regularized quantile regression averaging for probabilistic electricity price forecastingBartosz Uniejewski, Rafał Weronhttp://dx.doi.org/10.1016/j.eneco.2021.105121
2021SSRN Electronic Journal HAC Covariance Matrix Estimation in Quantile RegressionAntonio F. Galvao, Jungmo Yoonhttp://dx.doi.org/10.2139/ssrn.3936050
2020Energy Economics: Vol. 91Tail risk of electricity futuresJuan Ignacio Peña, Rosa Rodríguez, Silvia Mayoralhttp://dx.doi.org/10.1016/j.eneco.2020.104886
2020Energy Sources, Part B: Economics, Planning, and Policy: Vol. 15, Issue 3Energy resources’ seasonal/daily dependencies under coupled operation of day-ahead marketsDaniel Ciuiu, Marina Bădileanu, Luminiţa-Izabell Georgescuhttp://dx.doi.org/10.1080/15567249.2020.1753854
2020Energy: Vol. 208Characterizing electricity market integration in Nord PoolJorge M. Uribe, Stephanía Mosquera-López, Montserrat Guillenhttp://dx.doi.org/10.1016/j.energy.2020.118368
2020International Journal of Forecasting: Vol. 36, Issue 2Probabilistic electricity price forecasting with NARX networks: Combine point or probabilistic forecasts?Grzegorz Marcjasz, Bartosz Uniejewski, Rafał Weronhttp://dx.doi.org/10.1016/j.ijforecast.2019.07.002
2020Energy Economics: Vol. 85Assessing the impact of renewable energy sources on the electricity price level and variability – A quantile regression approachKatarzyna Maciejowskahttp://dx.doi.org/10.1016/j.eneco.2019.104532
2019Applied Energy: Vol. 239Prediction and explanation of the formation of the Spanish day-ahead electricity price through machine learning regressionGuzmán Díaz, José Coto, Javier Gómez-Aleixandrehttp://dx.doi.org/10.1016/j.apenergy.2019.01.213
2019Sustainability: Vol. 11, Issue 3Quantifying Risk in Traditional Energy and Sustainable InvestmentsAntonio Díaz, Gonzalo García-Donato, Andrés Mora-Valenciahttp://dx.doi.org/10.3390/su11030720
2019The Energy Journal: Vol. 40, Issue 1Short- to Mid-term Day-Ahead Electricity Price Forecasting Using FuturesRick Steinert, Florian Zielhttp://dx.doi.org/10.5547/01956574.40.1.rste
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2019Journal of the Operational Research Society: Vol. 70, Issue 10Impact of wind and solar production on electricity prices: Quantile regression approachLinh Phuong Catherine Do, Štefan Lyócsa, Peter Molnárhttp://dx.doi.org/10.1080/01605682.2019.1634783
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2018Renewable and Sustainable Energy Reviews: Vol. 94Effect of stopping hydroelectric power generation on the dynamics of electricity prices: An event study approachStephanía Mosquera-López, Jorge M. Uribe, Diego F. Manotas-Duquehttp://dx.doi.org/10.1016/j.rser.2018.06.021
2018Energy Economics: Vol. 74Econometric modeling of regional electricity spot prices in the Australian marketMichael Stanley Smith, Thomas S. Shivelyhttp://dx.doi.org/10.1016/j.eneco.2018.07.013
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2018Operations Research: Vol. 66, Issue 5A Stochastic Latent Moment Model for Electricity Price FormationAngelica Gianfreda, Derek Bunnhttp://dx.doi.org/10.1287/opre.2018.1733
2017Applied Energy: Vol. 185Short-term power load probability density forecasting method using kernel-based support vector quantile regression and Copula theoryYaoyao He, Rui Liu, Haiyan Li, Shuo Wang, Xiaofen Luhttp://dx.doi.org/10.1016/j.apenergy.2016.10.079
2016Energy: Vol. 102Modeling the UK electricity price distributions using quantile regressionLars Ivar Hagfors, Derek Bunn, Eline Kristoffersen, Tiril Toftdahl Staver, Sjur Westgaardhttp://dx.doi.org/10.1016/j.energy.2016.02.025
2016Renewable Energy and Environmental Sustainability: Vol. 1Using quantile regression to analyze the effect of renewables on EEX price formationLars Ivar Hagfors, Florentina Paraschiv, Peter Molnar, Sjur Westgaardhttp://dx.doi.org/10.1051/rees/2016036
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/10.1080/14697688.2016.1211794
2014SSRN Electronic JournalQuantile Regression for Peak Demand ForecastingCharles Gibbons, Ahmad Faruquihttp://dx.doi.org/10.2139/ssrn.2485657
2013SSRN Electronic JournalAn Empirical Comparison of Alternate Schemes for Combining Electricity Spot Price ForecastsJakub Nowotarski, Eran Raviv, Stefan Trueck, Rafal Weronhttp://dx.doi.org/10.2139/ssrn.2313553

 

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