Modelling day‐ahead electricity prices

DOI10.1080/1350486032000130329zbMATH Open1089.91010OpenAlexW2057338596MaRDI QIDQ4457072FDOQ4457072

Authors: Juri Hinz 

Publication date: 21 March 2004

Published in: Applied Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/1350486032000130329

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zbMATH Keywords

Day-ahead Electricity PricesEquilibrium Pricing

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

Cited In (7)

• Pricing electricity risk by interest rate methods
• Valuing virtual production capacities on flow commodities
• Title not available (Why is that?)
• Automated electricity price forecast using combined models
• Forecasting of daily electricity prices with factor models: utilizing intra-day and inter-zone relationships
• Electricity futures price models: calibration and forecasting
• PRICING FLOW COMMODITY DERIVATIVES USING FIXED INCOME MARKET TECHNIQUES

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