[HTML][HTML] Performing price scenario analysis and stress testing using quantile regression: A case study of the Californian electricity market

S Westgaard, SE Fleten, A Negash, A Botterud… - Energy, 2021 - Elsevier
This paper uses quantile regression to demonstrate how electricity price distributions are
linked to fundamental supply and demand variables. It investigates the California electricity …

Greener, more integrated, and less volatile? A quantile regression analysis of Italian wholesale electricity prices

A Sapio - Energy Policy, 2019 - Elsevier
This paper provides estimates of quantile regression models of the relationship between
Italian day-ahead electricity prices, the supply of renewables and the inception of a new …

On the construction of hourly price forward curves for electricity prices

R Kiesel, F Paraschiv, A Sætherø - Computational Management Science, 2019 - Springer
There are several approaches in the literature for the derivation of price forward curves
(PFCs) which distinguish among each other by the procedure employed for the derivation of …

Cross-border effects on Swiss electricity prices in the light of the energy transition

K Frauendorfer, F Paraschiv, M Schürle - Energies, 2018 - mdpi.com
Given the perspective of the Swiss energy policy to support investments in renewable
energy sources, it becomes highly relevant at this point to understand cross-border effects of …

The nuclear power dilemma—between perception and reality

F Paraschiv, D Mohamad - Energies, 2020 - mdpi.com
Motivated by the environmental challenges and the increase in energy demand, this review
assesses the suitability of nuclear power production as an alternative option to using fossil …

Modelling the evolution of wind and solar power infeed forecasts

W Li, F Paraschiv - Journal of Commodity Markets, 2022 - Elsevier
With the increasing integration of wind and photovoltaic power in the whole European power
system, there is a longing for detecting how to trade energy in the ever-changing intraday …

Fast inference for time-varying quantiles via flexible dynamic models with application to the characterization of atmospheric rivers

R Barata, R Prado, B Sansó - The Annals of Applied Statistics, 2022 - projecteuclid.org
R code as well as the Santa Cruz IVT and ELI time series data used to estimate the 0.85
quantile IVT thresholds in Section 5 are available in the Supplementary Material. The code …

Emissions trading system of the European Union: emission allowances and EPEX electricity prices in Phase III

G Wolff, S Feuerriegel - Energies, 2019 - mdpi.com
The Emissions Trading System in the European Union was introduced to achieve the
climate goal of reducing emissions by around 43% between 1990 and 2030. Accordingly …

Fuelling the energy transition: The effect of German wind and PV electricity infeed on TTF gas prices

C Halser, F Paraschiv - Quantitative Energy Finance: Recent Trends and …, 2024 - Springer
Previous research shows that renewable energies have a direct negative marginal effect on
electricity prices. Gas plants play an essential role in the electricity generation in several fuel …

Cross-border Effects between the Spanish and French Electricity Markets: Asymmetric Dynamics and Benefits in the Light of European Market Integration

IM Urquijo, F Paraschiv - The Energy Journal, 2023 - journals.sagepub.com
We investigate cross-border dynamics between the Spanish and French electricity markets
in the light of EU's market integration. The analysis is highly relevant given the isolation of …