This book offers an in-depth and up-to-date review of different statistical tools that can be
used to analyze and forecast the dynamics of two crucial for every energy company …

This paper investigates the effects of intermittent solar and wind power generation on
electricity price formation in Germany. We use daily data from 2010 to 2015, a period with …

We show how electricity storage is operated optimally when the load net of renewable
output is uncertain. We estimate a diurnal Markov-process representation of how Germany's …

We analyze long-term memory properties of hourly prices of electricity in the Czech Republic
between 2009 and 2012. As the dynamics of the electricity prices is dominated by cycles …

In this paper, characteristics of the prices of reserves and regulation services in the Ontario,
New York and ERCOT electricity markets are studied. More specifically, price variability …

Trilateral market coupling (TLC) was launched in November 2006 in Belgium, France and
the Netherlands. The initiative results in a sharp decrease of hourly price differences. This …

With the liberalization of global power markets, modeling of exchange-traded electricity
contracts has attracted significantly the attention of both academic and industry. In this paper …

A seasonal affine jump diffusion spike model with regime switching in the long‐run
equilibrium level is applied to model spot and forward prices in the Scandinavian power …

The purpose of this study is to examine the fractal dynamics of day ahead electricity prices
by using parametric and semi parametric approaches for each time zone in a multi-time tariff …

The subject of the present study is to analyze how accurately an elaborated price jump
detection methodology by Barndorff-Nielsen and Shephard (J. Financ. Econom. 2: 1–37 …