A semiparametric model for electricity spot prices
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DOI: 10.1080/0740817X.2013.803640
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Cited by:
- Christian Pape & Arne Vogler & Oliver Woll & Christoph Weber, 2017. "Forecasting the distributions of hourly electricity spot prices," EWL Working Papers 1705, University of Duisburg-Essen, Chair for Management Science and Energy Economics, revised May 2017.
- Christian Pape & Oliver Woll & Christoph Weber, "undated". "Estimating the value of flexibility from real options: On the accuracy of hybrid electricity price models," EWL Working Papers 1804, University of Duisburg-Essen, Chair for Management Science and Energy Economics.
- Shao, Zhen & Gao, Fei & Yang, Shan-Lin & Yu, Ben-gong, 2015. "A new semiparametric and EEMD based framework for mid-term electricity demand forecasting in China: Hidden characteristic extraction and probability density prediction," Renewable and Sustainable Energy Reviews, Elsevier, vol. 52(C), pages 876-889.
- Kuppelwieser, Thomas & Wozabal, David, 2021. "Liquidity costs on intraday power markets: Continuous trading versus auctions," Energy Policy, Elsevier, vol. 154(C).
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