The effect of intermittent renewables on the electricity price variance

DOI10.1007/S00291-015-0395-XzbMATH Open1369.91149OpenAlexW2090944327WikidataQ114213513 ScholiaQ114213513MaRDI QIDQ2011833FDOQ2011833

Authors: David Wozabal, Christoph Graf, David Hirschmann 

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

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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)

Cites Work

• Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
• A DIFFUSION MODEL FOR ELECTRICITY PRICES
• Triple seasonal methods for short-term electricity demand forecasting
• Title not available (Why is that?)

Cited In (7)

• Intermittency and electricity retailing: an incomplete market approach
• Optimal operation of a CHP plant participating in the German electricity balancing and day-ahead spot market
• Spatial dependencies of wind power and interrelations with spot price dynamics
• Modelling counter-intuitive effects on cost and air pollution from intermittent generation
• The role of demand response in mitigating market power: a quantitative analysis using a stochastic market equilibrium model
• Modeling risk contagion in the Italian zonal electricity market
• Quantitative solutions for future energy systems and markets

Uses Software

• R
• sandwich

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