A non-parametric structural hybrid modeling approach for electricity prices

DOI10.1080/14697688.2015.1114363zbMath1468.91104OpenAlexW2119478922MaRDI QIDQ5001124

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Publication date: 16 July 2021

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: http://sro.sussex.ac.uk/id/eprint/55301/1/MoazeniCoulonAPS2015.pdf

zbMATH Keywords

electricity marketenergy tradingelectricity price modellingsupply stack

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

Cites Work

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• Statistical Size Distributions in Economics and Actuarial Sciences
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• Modelling locational price spreads in competitive electricity markets; applications for transmission rights valuation and replication
• Valuation and Optimal Operation of Electric Power Plants in Competitive Markets
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