Derek W. Bunn

Available identifiers

zbMath Open bunn.derek-wMaRDI QIDQ322586

List of research outcomes

Publication	Date of Publication	Type
Optimal investment by large consumers in an electricity market with generator market power	2024-06-11	Paper
Higher moments in the fundamental specification of electricity forward prices	2022-11-18	Paper
Bayesian estimation of electricity price risk with a multi-factor mixture of densities	2022-07-22	Paper
Pricing electricity day-ahead cap futures with multifactor skew-t densities	2022-05-27	Paper
Optimal procurement of flexibility services within electricity distribution networks	2020-05-26	Paper
The Forecasting Performance of a Finite Mixture Regime‐Switching Model for Daily Electricity Prices	2018-10-12	Paper
Risk induced resource dependency in capacity investments	2016-10-07	Paper
Dynamic capacity planning using strategic slack valuation	2016-10-07	Paper
Dynamic pricing of peak production	2016-04-05	Paper
A Quantile Regression Approach to Generating Prediction Intervals	2012-02-12	Paper
Modeling the Impact of Market Interventions on the Strategic Evolution of Electricity Markets	2009-08-13	Paper
Computational modelling of price formation in the electricity pool of england and wales	2009-08-07	Paper
Agent-based analysis of technological diversification and specialization in electricity markets	2007-05-03	Paper
An integrative modelling approach for understanding competitive electricity markets	2005-01-19	Paper
Evaluating individual market power in electricity markets via agent-based simulation	2003-06-18	Paper
Review of guidelines for the use of combined forecasts	2001-01-30	Paper
Combining forecast quantiles using quantile regression: Investigating the derived weights, estimator bias and imposing constraints	1999-11-11	Paper
Industry simulation: System modelling with an object oriented/DEVS technology	1999-05-25	Paper
Non-traditional methods of forecasting	1998-12-03	Paper
https://portal.mardi4nfdi.de/entity/Q3355077	1991-01-01	Paper
Development of a stochastic model for the economic dispatch of electric power	1986-01-01	Paper
Efficiency of the independence assumption in the combination of forecasts	1984-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3685815	1984-01-01	Paper
Synthesis or selection of forecasting models	1982-01-01	Paper
Two Methodologies for the Linear Combination of Forecasts	1981-01-01	Paper
A model-switching criterion for a class of stochastic linear programs	1981-01-01	Paper
Recursive estimation of the observation and process noise covariances in online Kalman filtering	1981-01-01	Paper
An empirical Bayes procedure for the credit granting decision	1981-01-01	Paper
On the use of Bayesian composite predictors in decision analysis	1980-01-01	Paper
The suboptimality of composite forecasts derived from posterior probabilities	1979-01-01	Paper
A Simplification of the Matrix Beta Distribution for Combining Estimators	1978-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3853375	1978-01-01	Paper
A Comparative Evaluation of the Outperformance and Minimum Variance Procedures for the Linear Synthesis of Forecasts	1977-01-01	Paper
A Bayesian Approach to the Linear Combination of Forecasts	1975-01-01	Paper

Research outcomes over time

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