4.5 Article

Modeling Electricity Price and Quantity Uncertainty: An Application for Hedging with Forward Contracts

Related references

Note: Only part of the references are listed.
Article Economics

Uncertainty in electricity markets from a semi-nonparametric approach

Alfredo Trespalacios et al.

ENERGY POLICY (2020)

Review Engineering, Electrical & Electronic

Real-time stochastic power management strategies in hybrid renewable energy systems: A review of key applications and perspectives

Dana-Alexandra Ciupageanu et al.

ELECTRIC POWER SYSTEMS RESEARCH (2020)

Article Economics

Market power and forward prices

Keith Ruddell et al.

ECONOMICS LETTERS (2018)

Article Thermodynamics

Nonlinear empirical pricing in electricity markets using fundamental weather factors

Stephania Mosquera-Lopez et al.

ENERGY (2017)

Article Physics, Multidisciplinary

Measuring firm size distribution with semi-nonparametric densities

Lina M. Cortes et al.

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS (2017)

Article Business, Finance

The kidnapping of Europe: High-order moments' transmission between developed and emerging markets

Esther B. Del Brio et al.

EMERGING MARKETS REVIEW (2017)

Article Engineering, Electrical & Electronic

Treatment of uncertainty for next generation power systems: State-of-the-art in stochastic optimization

Amru Alqurashi et al.

ELECTRIC POWER SYSTEMS RESEARCH (2016)

Article Computer Science, Interdisciplinary Applications

The productivity of top researchers: a semi-nonparametric approach

Lina M. Cortes et al.

SCIENTOMETRICS (2016)

Article Business, Finance

Multivariate moments expansion density: Application of the dynamic equicorrelation model

Trino-Manuel Niguez et al.

JOURNAL OF BANKING & FINANCE (2016)

Article Economics

Hedging strategies in energy markets: The case of electricity retailers

Raphael Homayoun Boroumand et al.

ENERGY ECONOMICS (2015)

Article Business, Finance

Risk Premium in Electricity Prices: Evidence from the PJM Market

Yuewen Xiao et al.

JOURNAL OF FUTURES MARKETS (2015)

Review Economics

Electricity price forecasting: A review of the state-of-the-art with a look into the future

Rafal Weron

INTERNATIONAL JOURNAL OF FORECASTING (2014)

Article Economics

Determinants of the premium in forward contracts

Christian Redl et al.

JOURNAL OF REGULATORY ECONOMICS (2013)

Article Business, Finance

The forward premium in electricity futures

Derek W. Bunn et al.

JOURNAL OF EMPIRICAL FINANCE (2013)

Article Economics

Forecasting Heavy-Tailed Densities with Positive Edgeworth and Gram-Charlier Expansions

Trino-Manuel Niguez et al.

OXFORD BULLETIN OF ECONOMICS AND STATISTICS (2012)

Article Economics

Multivariate semi-nonparametric distributions with dynamic conditional correlations

Esther B. Del Brio et al.

INTERNATIONAL JOURNAL OF FORECASTING (2011)

Article Business, Finance

Gram-Charlier densities: a multivariate approach

Esther B. Del Brio et al.

QUANTITATIVE FINANCE (2009)

Article Business, Finance

Electricity Load Pattern Hedging with Static Forward Strategies

Erkka Nasakkala et al.

MANAGERIAL FINANCE (2005)

Article Business, Finance

Electricity forward prices: A high-frequency empirical analysis

FA Longstaff et al.

JOURNAL OF FINANCE (2004)

Article Business, Finance

Equilibrium pricing and optimal hedging in electricity forward markets

H Bessembinder et al.

JOURNAL OF FINANCE (2002)

Article Economics

Gram-Charlier densities

E Jondeau et al.

JOURNAL OF ECONOMIC DYNAMICS & CONTROL (2001)