A variety of methods and ideas have been tried for electricity price forecasting (EPF) over the
last 15 years, with varying degrees of success. This review article aims to explain the …

We examine wholesale electricity spot prices around the world. Based on a comprehensive
dataset of intraday prices for 28 market regions in 19 countries, we compare the markets …

In this paper, a novel modeling framework for forecasting electricity prices is proposed.
While many predictive models have been already proposed to perform this task, the area of …

This paper investigates the relationship between intermittent wind power generation and
electricity price behaviour in Germany. Using a GARCH model, I evaluate the effect of wind …

Motivated by the increasing integration among electricity markets, in this paper we propose
two different methods to incorporate market integration in electricity price forecasting and to …

In this paper, we analyze the impact of renewable energies, wind and photovoltaic, on the
formation of day-ahead electricity prices at EEX. We give an overview of the policy decisions …

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 …

Praise for Energy and Power Risk Management" Energy and Power Risk Management
identifies and addresses the key issues in the development of the turbulent energy industry …

We answer two policy questions:(1) what are the estimated merit-order effects of renewable
energy in the California Independent System Operator's (CAISO's) day-ahead market (DAM) …

This empirical paper compares the accuracy of 12 time series methods for short-term (day-
ahead) spot price forecasting in auction-type electricity markets. The methods considered …