The effect of intermittent renewables on the electricity price variance

DOI10.1007/s00291-015-0395-xzbMath1369.91149OpenAlexW2090944327WikidataQ114213513 ScholiaQ114213513MaRDI QIDQ2011833

David Hirschmann, David Wozabal, Christoph Graf

Publication date: 7 August 2017

Published in: OR Spectrum (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1814/39145

zbMATH Keywords

photovoltaicswind powermerit orderelectricity spot marketsEPEX

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

Related Items (4)

The role of demand response in mitigating market power: a quantitative analysis using a stochastic market equilibrium model ⋮ Optimal operation of a CHP plant participating in the German electricity balancing and day-ahead spot market ⋮ Quantitative solutions for future energy systems and markets ⋮ Modeling risk contagion in the Italian zonal electricity market

Uses Software

• R
• sandwich

Cites Work

• Unnamed Item
• Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
• Triple seasonal methods for short-term electricity demand forecasting
• A DIFFUSION MODEL FOR ELECTRICITY PRICES

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