Intra-day and regime-switching dynamics in electricity price formation

Nektaria V. Karakatsani; Derek W. Bunn

doi:10.1016/j.eneco.2008.02.004

Intra-day and regime-switching dynamics in electricity price formation

Energy Economics ◽

10.1016/j.eneco.2008.02.004 ◽

2008 ◽

Vol 30 (4) ◽

pp. 1776-1797 ◽

Cited By ~ 65

Author(s):

Nektaria V. Karakatsani ◽

Derek W. Bunn

Keyword(s):

Regime Switching ◽

Electricity Price ◽

Price Formation ◽

Switching Dynamics

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Analytical Valuation of Compound Options Under Regime-Switching Dynamics

The Journal of Derivatives ◽

10.3905/jod.2021.1.139 ◽

2021 ◽

pp. jod.2021.1.139

Author(s):

Michèle Breton ◽

Mbaye Ndoye

Keyword(s):

Regime Switching ◽

Compound Options ◽

Switching Dynamics

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Stochastic Impulse Control with Regime-Switching Dynamics

SSRN Electronic Journal ◽

10.2139/ssrn.2591286 ◽

2015 ◽

Author(s):

Ralf Korn ◽

Yaroslav Melnyk ◽

Frank Thomas Seifried

Keyword(s):

Regime Switching ◽

Impulse Control ◽

Stochastic Impulse Control ◽

Switching Dynamics

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Study on Electricity Price Formation Mechanism Based on the Renewable Energy Power Generation with the Externalities of Grid Connection

Proceedings of the 2015 International Conference on Education, Management and Computing Technology ◽

10.2991/icemct-15.2015.95 ◽

2015 ◽

Author(s):

Qiang Cai

Keyword(s):

Power Generation ◽

Renewable Energy ◽

Formation Mechanism ◽

Electricity Price ◽

Price Formation ◽

Grid Connection

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Market making and electricity price formation in Japan

Energy Economics ◽

10.1016/j.eneco.2021.105765 ◽

2022 ◽

pp. 105765

Author(s):

Takashi Kanamura ◽

Derek W. Bunn

Keyword(s):

Electricity Price ◽

Price Formation ◽

Market Making

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Stochastic impulse control with regime-switching dynamics

European Journal of Operational Research ◽

10.1016/j.ejor.2016.12.029 ◽

2017 ◽

Vol 260 (3) ◽

pp. 1024-1042 ◽

Cited By ~ 9

Author(s):

Ralf Korn ◽

Yaroslav Melnyk ◽

Frank Thomas Seifried

Keyword(s):

Regime Switching ◽

Impulse Control ◽

Stochastic Impulse Control ◽

Switching Dynamics

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Potential impacts of electricity price changes on price formation in the economy: a social accounting matrix price modeling analysis for Turkey

Energy Policy ◽

10.1016/j.enpol.2010.11.005 ◽

2011 ◽

Vol 39 (2) ◽

pp. 854-864 ◽

Cited By ~ 15

Author(s):

K. Ali Akkemik

Keyword(s):

Electricity Price ◽

Price Formation ◽

Social Accounting Matrix ◽

Price Changes ◽

Social Accounting ◽

Modeling Analysis

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The impact of the integration of renewable energy sources in the electricity price formation: is the Merit-Order Effect occurring in Portugal?

Utilities Policy ◽

10.1016/j.jup.2020.101080 ◽

2020 ◽

Vol 66 ◽

pp. 101080

Author(s):

Daniela Pereira Macedo ◽

António Cardoso Marques ◽

Olivier Damette

Keyword(s):

Renewable Energy ◽

Renewable Energy Sources ◽

Order Effect ◽

Electricity Price ◽

Price Formation ◽

Energy Sources ◽

The Impact

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RETAIL ELECTRICITY PRICE FORMATION FACTORS: LITHUANIAN CASE

ECONOMICS AND MANAGEMENT ◽

10.5755/j01.em.17.1.2259 ◽

2012 ◽

Vol 17 (1) ◽

Author(s):

Viktorija Bobinaite ◽

Aldona Juozapaviciene

Keyword(s):

Electricity Price ◽

Price Formation

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A Stochastic Latent Moment Model for Electricity Price Formation

SSRN Electronic Journal ◽

10.2139/ssrn.3038357 ◽

2017 ◽

Cited By ~ 1

Author(s):

Angelica Gianfreda ◽

Derek W. Bunn

Keyword(s):

Electricity Price ◽

Price Formation

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Regime switching dynamics in credit default swaps: Evidence from smooth transition autoregressive model

Physica A Statistical Mechanics and its Applications ◽

10.1016/j.physa.2011.08.008 ◽

2012 ◽

Vol 391 (4) ◽

pp. 1497-1508 ◽

Cited By ~ 8

Author(s):

Alex YiHou Huang ◽

Wen-Cheng Hu

Keyword(s):

Regime Switching ◽

Autoregressive Model ◽

Credit Default Swaps ◽

Smooth Transition ◽

Switching Dynamics ◽

Credit Default ◽

Smooth Transition Autoregressive

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