Modelling Higher Moments of Electricity Prices

SSRN Electronic Journal ◽

10.2139/ssrn.2195745 ◽

2007 ◽

Author(s):

Gregorio Serna ◽

Pablo Villaplana

Keyword(s):

Higher Moments ◽

Electricity Prices

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A Regime Switching Long Memory Model for Electricity Prices

SSRN Electronic Journal ◽

10.2139/ssrn.1147547 ◽

2006 ◽

Author(s):

Niels Haldrup ◽

Morten Ørregaard Nielsen

Keyword(s):

Long Memory ◽

Regime Switching ◽

Memory Model ◽

Electricity Prices

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Robust Estimation of Skewness and Kurtosis in Distributions with Infinite Higher Moments

SSRN Electronic Journal ◽

10.2139/ssrn.1582854 ◽

2010 ◽

Author(s):

Matteo Bonato

Keyword(s):

Robust Estimation ◽

Higher Moments ◽

Skewness And Kurtosis

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Stochastic Models for Spikes and Antispikes in Electricity Prices

SSRN Electronic Journal ◽

10.2139/ssrn.1837439 ◽

2011 ◽

Author(s):

Carlo Lucheroni

Keyword(s):

Stochastic Models ◽

Electricity Prices

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Regime-Switching of Electricity Prices: Evidence from the PJM Market

SSRN Electronic Journal ◽

10.2139/ssrn.2137018 ◽

2012 ◽

Author(s):

Yuewen Xiao ◽

David B. Colwell ◽

Ramaprasad Bhar

Keyword(s):

Regime Switching ◽

Electricity Prices

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Volatility Models for Electricity Prices with Intra-Daily Information

SSRN Electronic Journal ◽

10.2139/ssrn.2188148 ◽

2012 ◽

Author(s):

Angelica Gianfreda ◽

Luigi Grossi

Keyword(s):

Electricity Prices ◽

Volatility Models

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On the Construction of Hourly Price Forward Curves for Electricity Prices

SSRN Electronic Journal ◽

10.2139/ssrn.2845302 ◽

2017 ◽

Author(s):

Ruediger Kiesel ◽

Florentina Paraschiv ◽

Audun Sviland SStherr

Keyword(s):

Electricity Prices

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The Effect of Electricity Prices on Residential Solar Photovoltaic Panel Adoption: Fukushima as a Natural Experiment

SSRN Electronic Journal ◽

10.2139/ssrn.2918807 ◽

2017 ◽

Author(s):

H. Ron Chan ◽

Takahiko Kiso ◽

Yosuke Arino

Keyword(s):

Natural Experiment ◽

Solar Photovoltaic ◽

Electricity Prices ◽

Photovoltaic Panel

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The Effect of Electricity Prices on the Productive Efficiency of 39 State's Wind Power

SSRN Electronic Journal ◽

10.2139/ssrn.3006284 ◽

2017 ◽

Author(s):

mit Saalam

Keyword(s):

Productive Efficiency ◽

Electricity Prices

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Modeling the Exact Convergence of Electricity Prices in Interconnected Markets

SSRN Electronic Journal ◽

10.2139/ssrn.3312602 ◽

2019 ◽

Author(s):

Troels Sønderby Christensen ◽

Fred Espen Benth

Keyword(s):

Electricity Prices

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The Allocation of Assets Under Higher Moments

SSRN Electronic Journal ◽

10.2139/ssrn.410743 ◽

2003 ◽

Author(s):

Eric Jondeau ◽

Michael Michael Rockinger

Keyword(s):

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