Spatial dependencies of wind power and interrelations with spot price dynamics
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Publication:299819
DOI10.1016/J.EJOR.2014.08.026zbMATH Open1338.91100OpenAlexW2033574776MaRDI QIDQ299819FDOQ299819
Authors: Christina Elberg, Simeon Hagspiel 
Publication date: 23 June 2016
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10419/92964
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Applications of statistics to economics (62P20) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)
Cites Work
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- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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- Dispatch planning using newsvendor dual problems and occupation times: application to hydropower
- A spot market model for pricing derivatives in electricity markets
- Valuation and Optimal Operation of Electric Power Plants in Competitive Markets
- Valuation of power plants by utility indifference and numerical computation
- Risk-averse profit-based optimal scheduling of a hydro-chain in the day-ahead electricity market
Cited In (10)
- Operations research in optimal power flow: a guide to recent and emerging methodologies and applications
- A mixed C-vine copula model for hedging price and volumetric risk in wind power trading
- A comparison of tail dependence estimators
- Rainfall option impact on profits of the hospitality industry through scenario correlation and copulas
- Probabilistic forecasting of wind power ramp events using autoregressive logit models
- Optimal operation of a CHP plant participating in the German electricity balancing and day-ahead spot market
- Reliability with interdependent suppliers
- Spatio-temporal hydro forecasting of multireservoir inflows for hydro-thermal scheduling
- Modeling spot price dependence in Australian electricity markets with applications to risk management
- Multi-objective mean-variance-skewness model for nonconvex and stochastic optimal power flow considering wind power and load uncertainties
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