Modelling the Structure of Long-Term Electricity Forward Prices at Nord Pool

DOI10.1007/978-3-642-12686-4_7MaRDI QIDQ2974417zbMATH OpenOpenAlexFDO

Authors Martin Povh, Robert Golob, Stein-Erik Fleten

Publication date 7 April 2017

Published in Handbook of Power Systems II (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-12686-4_7

zbMATH Keywords

electricity marketselectricity pricesforward pricesNord Poolregression models

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Statistical methods; economic indices and measures (91B82)

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Cites work

• Electricity prices and power derivatives: evidence from the Nordic Power Exchange
• scientific article; zbMATH DE number 195183 (Why is no real title available?)
• Modelling locational price spreads in competitive electricity markets; applications for transmission rights valuation and replication
• Risk Premia in Electricity Forward Prices
• The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis

Cited in

(2)

• Modelling a sector undergoing structural change: The case of Danish energy supply
• Electricity spot price modeling by multi-factor uncertain process: a case study from the Nordic region

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