The effect of intermittent renewables on the electricity price variance

DOI10.1007/S00291-015-0395-XMaRDI QIDQ2011833zbMATH OpenOpenAlexWikidataFDO

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

zbMATH Keywords

electricity spot marketsEPEXmerit orderphotovoltaicswind power

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Economic time series analysis (91B84)

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Cites work

• A DIFFUSION MODEL FOR ELECTRICITY PRICES
• Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
• scientific article; zbMATH DE number 5548899 (Why is no real title available?)
• Triple seasonal methods for short-term electricity demand forecasting

Cited in

(7)

• Optimal operation of a CHP plant participating in the German electricity balancing and day-ahead spot market
• Quantitative solutions for future energy systems and markets
• Modeling risk contagion in the Italian zonal electricity market
• Intermittency and electricity retailing: an incomplete market approach
• 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

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• sandwich
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