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Fundamental and Behavioural Drivers of Electricity Price Volatility
1 references·1 citing·12 second hopsampled
Fundamental and Behavioural Drivers of Electricity Price Volatility (2010)Fundamental and Behavioural Drivers of El…Efficient estimation of Markov regime-switching models: An application to electricity spot prices (2011)Efficient estimation of Marko…Forecasting spot price volatility using the short-term forward curve (2012)Forecasting spot price volati…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)The New Palgrave dictionary of economics (2008)Linepack storage valuation under price uncertainty (2013)Investment in electric energy storage under uncertainty: a real options approach (2016)How should a local regime-switching model be calibrated? (2017)Comparing Predictive Accuracy (1994)Comparing Predictive Accuracy (1995)A Simple Approximate Long-Memory Model of Realized Volatility (2008)Forecasting realized volatility in electricity markets using logistic smooth transition heterogeneous autoregressive models (2015)Modeling realized volatility on the Spanish intra-day electricity market (2016)Modeling and forecasting realized volatility in German–Austrian continuous intraday electricity prices (2017)
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References

  • 2011Efficient estimation of Markov regime-switching models: An application to electricity spot prices95 cited

Cited by

  • 2012Forecasting spot price volatility using the short-term forward curve29 cited

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