메뉴 건너뛰기




Volumn , Issue , 2009, Pages

Zonal price analysis of the Italian wholesale electricity market

Author keywords

ARFIMA models; Congestions; Electricity; Technologies; Zonal prices

Indexed keywords

ARFIMA MODELS; ARITHMETIC MEAN; CONGESTION COSTS; CONGESTIONS; ELECTRICITY MARKET; ELECTRICITY SPOT MARKET; GRID INTERCONNECTIONS; HOURLY PRICES; INVESTMENT STRATEGY; MEAN VALUES; PRELIMINARY ANALYSIS; PRICE DYNAMICS; PRODUCTION PLANNING; SPOT PRICE; STANDARD DEVIATION; STYLIZED FACTS; VOLATILITY DYNAMICS; WHOLESALE ELECTRICITY MARKETS; ZONAL PRICES;

EID: 70449346158     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/EEM.2009.5207198     Document Type: Conference Paper
Times cited : (37)

References (17)
  • 1
    • 12444278930 scopus 로고    scopus 로고
    • Outlier Detection And Estimation In NonLinear Time Series
    • Battaglia F. and Orfei L., (2005), Outlier Detection And Estimation In NonLinear Time Series, Journal of Time Series Analysis, 26, 1, pp. 107-121
    • (2005) Journal of Time Series Analysis , vol.26 , Issue.1 , pp. 107-121
    • Battaglia, F.1    Orfei, L.2
  • 3
    • 70449421572 scopus 로고    scopus 로고
    • Escribano A., Peña J., Villaplana P., (2002), Modelling electricity prices: international evidence, Economic Series 08, Working Paper 02-27, Uni-versidad Carlos III de Madrid
    • Escribano A., Peña J., Villaplana P., (2002), Modelling electricity prices: international evidence, Economic Series 08, Working Paper 02-27, Uni-versidad Carlos III de Madrid
  • 5
    • 70449431450 scopus 로고    scopus 로고
    • GME, March, available at
    • GME, (2003), Technical Report April 2003 - March 2004, available at http://www.mercatoelettrico.org
    • (2003) Technical Report April 2003
  • 6
    • 70449458077 scopus 로고    scopus 로고
    • Goto M. and Karolyi G.A., (2002), Understanding Electricity Price Volatility Within and Across Markets, working paper available at http://papers.ssrn.com/sol3/papers.cfm?abstract-id=576982
    • Goto M. and Karolyi G.A., (2002), Understanding Electricity Price Volatility Within and Across Markets, working paper available at http://papers.ssrn.com/sol3/papers.cfm?abstract-id=576982
  • 7
    • 33645747791 scopus 로고    scopus 로고
    • Electricity Price Volatility and the Marginal Cost of Congestion: An Empirical Study of Peak Hours on the NYISO Market, 2001-2004
    • Hadsell L. and Shawky H.A., (2006), Electricity Price Volatility and the Marginal Cost of Congestion: An Empirical Study of Peak Hours on the NYISO Market, 2001-2004, The Energy Journal, 27, 2, pp. 157-179
    • (2006) The Energy Journal , vol.27
    • Hadsell, L.1    Shawky, H.A.2
  • 8
    • 33748193812 scopus 로고    scopus 로고
    • A regime switching long memory model for electricity prices
    • Haldrup N. and Nielsen M.O., (2006), A regime switching long memory model for electricity prices, Journal of Econometrics, 135, 1-2, pp. 349-376
    • (2006) Journal of Econometrics , vol.135 , Issue.1-2 , pp. 349-376
    • Haldrup, N.1    Nielsen, M.O.2
  • 9
    • 34547568709 scopus 로고    scopus 로고
    • A structural model for electricity prices with spikes: Measurement of spike risk and optimal policies for hydropower plant operation
    • Kanamura T., Ohashi K., (2007), A structural model for electricity prices with spikes: measurement of spike risk and optimal policies for hydropower plant operation, Energy Economics, 29 (5), pp. 1010-1032
    • (2007) Energy Economics , vol.29 , Issue.5 , pp. 1010-1032
    • Kanamura, T.1    Ohashi, K.2
  • 10
    • 55349123929 scopus 로고    scopus 로고
    • Forecasting electricity prices: The impact of fundamentals and time-varying coefficients
    • Karakatsani N. and Bunn D.W., (2008), Forecasting electricity prices: The impact of fundamentals and time-varying coefficients, International Journal of Forecasting, 24, 4, pp. 764-785
    • (2008) International Journal of Forecasting , vol.24 , Issue.4 , pp. 764-785
    • Karakatsani, N.1    Bunn, D.W.2
  • 11
    • 23944453109 scopus 로고    scopus 로고
    • An empirical examination of restructured electricity prices
    • Knittel C.R. and Roberts M., (2005), An empirical examination of restructured electricity prices, Energy Economics, 27, 5, pp. 791-817
    • (2005) Energy Economics , vol.27 , Issue.5 , pp. 791-817
    • Knittel, C.R.1    Roberts, M.2
  • 12
  • 15
    • 70449421570 scopus 로고    scopus 로고
    • EWEA, The European Wind Energy Association, available at
    • EWEA, The European Wind Energy Association, (2008), European Wind Map, document available at http://www.ewea.org/fileadmin/ewea-documents/ documents/statistics/European-Wind-Map-2008.pdf
    • (2008) European Wind Map, document
  • 16
    • 67650316677 scopus 로고    scopus 로고
    • International Energy Agency, Photovoltaic Power Systems Programme, report available at
    • IEA PVPS, International Energy Agency - Photovoltaic Power Systems Programme, (2008), Trends in Photovoltaic applications, report available at http://www.iea-pvps.org/products/download/rep1/-17.pdf
    • (2008) Trends in Photovoltaic applications
    • IEA, P.V.P.S.1
  • 17
    • 70449455521 scopus 로고    scopus 로고
    • Cross-country diffusion of photovoltaic systems: Modelling choices and forecasts for national adoption patterns
    • n., Dipartimento di Scienze Statistiche, University of Padua
    • Guidolin M. and Mortarino C., (2007), Cross-country diffusion of photovoltaic systems: modelling choices and forecasts for national adoption patterns, Working paper series, n. 18/2007, Dipartimento di Scienze Statistiche, University of Padua.
    • (2007) Working paper series , vol.18
    • Guidolin, M.1    Mortarino, C.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.