메뉴 건너뛰기




Volumn 33, Issue 1, 2011, Pages 2-11

Balancing energy strategies in electricity portfolio management

Author keywords

Balancing energy; Electricity market design; Electricity portfolio management; Interchangeable marketplaces; Strategic behavior

Indexed keywords

BALANCING ENERGY; ELECTRICITY MARKET DESIGN; ELECTRICITY PORTFOLIO MANAGEMENT; INTERCHANGEABLE MARKETPLACES; STRATEGIC BEHAVIOR;

EID: 78650259867     PISSN: 01409883     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eneco.2010.04.004     Document Type: Article
Times cited : (53)

References (29)
  • 1
    • 80052115007 scopus 로고    scopus 로고
    • Study on interaction and dependencies of balancing markets, intraday trade and automatically activated reserves
    • Tractebel Engineering and Katholieke Universiteit Leuven (KUL).
    • Belmans, R., Deuse, J., Meeus, L., Purchala, K., Stubbe, M., and Vandezande, L. (2009). Study on interaction and dependencies of balancing markets, intraday trade and automatically activated reserves. Tech. rep., Tractebel Engineering and Katholieke Universiteit Leuven (KUL).
    • (2009) Tech. rep.
    • Belmans, R.1    Deuse, J.2    Meeus, L.3    Purchala, K.4    Stubbe, M.5    Vandezande, L.6
  • 2
    • 0041353049 scopus 로고    scopus 로고
    • Equilibrium pricing and optimal hedging in electricity forward markets
    • Bessembinder H., Lemmon M. Equilibrium pricing and optimal hedging in electricity forward markets. J. Finance 2002, 3:1347-1382.
    • (2002) J. Finance , vol.3 , pp. 1347-1382
    • Bessembinder, H.1    Lemmon, M.2
  • 3
    • 78650288133 scopus 로고    scopus 로고
    • Entwicklung der erneuerbaren Energien in Deutschland im Jahr 2008. Tech. rep., Bundesministerium für Umwelt, Naturschutz und Reaktorsicherheit- Arbeitsgruppe Erneuerbare Energien - Statistik (AGEE - Stat)
    • BMU
    • BMU (2009). Entwicklung der erneuerbaren Energien in Deutschland im Jahr 2008. Tech. rep., Bundesministerium für Umwelt, Naturschutz und Reaktorsicherheit- Arbeitsgruppe Erneuerbare Energien - Statistik (AGEE - Stat).
    • (2009)
  • 4
    • 23944446320 scopus 로고    scopus 로고
    • On the effectiveness of the anti-gaming policy between the day-ahead and real-time electricity markets in The Netherlands
    • Boogert A., Dupont D. On the effectiveness of the anti-gaming policy between the day-ahead and real-time electricity markets in The Netherlands. Energy Econ. 2005, 752-770.
    • (2005) Energy Econ. , pp. 752-770
    • Boogert, A.1    Dupont, D.2
  • 5
    • 33748687097 scopus 로고    scopus 로고
    • Option formulas for mean-reverting power prices with spikes
    • Energy Global and Erasmus University.
    • de Jong, C., Huisman, R. (2002). Option formulas for mean-reverting power prices with spikes. Tech. rep., Energy Global and Erasmus University.
    • (2002) Tech. rep.
    • de Jong, C.1    Huisman, R.2
  • 6
    • 78650295149 scopus 로고    scopus 로고
    • Bilanzkreisabrechnung: Verfahren und Preise.
    • EnBW Transportnetze
    • EnBW Transportnetze (2009). Bilanzkreisabrechnung: Verfahren und Preise. https://www.regelleistung.net.
    • (2009)
  • 7
    • 78650282208 scopus 로고    scopus 로고
    • e.on Netz (2009). Bilanzkreisabweichung.
    • e.on Netz (2009). Bilanzkreisabweichung. http://www.regelleistung.net.
  • 8
    • 78650287631 scopus 로고    scopus 로고
    • Guidelines of good practice for electricity balancing markets integration
    • ERGEG European Regulators Group for Electricity and Gas. Ref: E05-ESO-06-08.
    • ERGEG (2006). Guidelines of good practice for electricity balancing markets integration. Tech. rep., European Regulators Group for Electricity and Gas. Ref: E05-ESO-06-08.
    • (2006) Tech. rep.
  • 9
    • 77957762837 scopus 로고    scopus 로고
    • Current state of balance management in Europe
    • ETSO
    • ETSO (2003). Current state of balance management in Europe. Tech. rep., ETSO.
    • (2003) Tech. rep., ETSO.
  • 10
    • 70449437338 scopus 로고    scopus 로고
    • Balance management harmonisation and integration 4th report
    • ETSO, Tech. rep., ETSO.
    • ETSO (2007). Balance management harmonisation and integration 4th report. Tech. rep., ETSO.
    • (2007)
  • 12
    • 78650275144 scopus 로고    scopus 로고
    • EU. 20 20 by 2020 Europe's climate change opportunity. Tech. rep., Commission of the European Communities. COM(2008) 30 final.
    • EU (2008). 20 20 by 2020 Europe's climate change opportunity. Tech. rep., Commission of the European Communities. COM(2008) 30 final.
    • (2008)
  • 13
    • 32044460264 scopus 로고    scopus 로고
    • Understanding the fine structure of electricity prices
    • Geman H., Roncoroni A. Understanding the fine structure of electricity prices. J. Bus. 2006, 3:1225-1261.
    • (2006) J. Bus. , vol.3 , pp. 1225-1261
    • Geman, H.1    Roncoroni, A.2
  • 14
    • 43949126870 scopus 로고    scopus 로고
    • Financial market models with Levy processes and time-varying volatility
    • Kim Y., Rachev S., Bianchi M.-L., Fabozzi F. Financial market models with Levy processes and time-varying volatility. J. Bank. Finance 2008, 1363-1378.
    • (2008) J. Bank. Finance , pp. 1363-1378
    • Kim, Y.1    Rachev, S.2    Bianchi, M.-L.3    Fabozzi, F.4
  • 16
    • 4344591747 scopus 로고    scopus 로고
    • Electricity forward prices: a high-frequency empirical analysis
    • Longstaff F., Wang A. Electricity forward prices: a high-frequency empirical analysis. J. Finance 2004, 1877-1900.
    • (2004) J. Finance , pp. 1877-1900
    • Longstaff, F.1    Wang, A.2
  • 17
    • 67349195370 scopus 로고    scopus 로고
    • Smoothly truncated stable distributions, GARCH-Models, and option pricing
    • Menn C., Rachev S. Smoothly truncated stable distributions, GARCH-Models, and option pricing. Math. Meth. Operation Res. 2009, 69(3):411-438.
    • (2009) Math. Meth. Operation Res. , vol.69 , Issue.3 , pp. 411-438
    • Menn, C.1    Rachev, S.2
  • 20
    • 78650292175 scopus 로고    scopus 로고
    • Studie zur Marktausgestalltung der Regel- Ausgleichsenergie vor dem Hintergrund des neuen EnWG
    • Tech. rep., BET.
    • Nailis, D. and Ritzau, M. (2006). Studie zur Marktausgestalltung der Regel- Ausgleichsenergie vor dem Hintergrund des neuen EnWG. Tech. rep., BET.
    • (2006)
    • Nailis, D.1    Ritzau, M.2
  • 21
    • 78650269684 scopus 로고    scopus 로고
    • Modellierung der Spotpreise - Literaturüberblick
    • Literaure Review, Humboldt-Universität zu Berlin
    • Römisch, Wegner-Specht Modellierung der Spotpreise - Literaturüberblick. Part of SIMOPT/ENERGY project 2005.
    • (2005) Part of SIMOPT/ENERGY project
    • Römisch1    Wegner-Specht2
  • 22
    • 78650265220 scopus 로고    scopus 로고
    • RWE Transportnetz Strom, Bilanzkreisabweichungen.
    • RWE Transportnetz Strom (2009). Bilanzkreisabweichungen. http://www.regelleistung.net.
    • (2009)
  • 24
    • 35449003134 scopus 로고    scopus 로고
    • Spot and derivative pricing in the EEX power market
    • Trück S., Bierbrauer M., Menn C., Rachev S. Spot and derivative pricing in the EEX power market. J. Bank. Finance 2007, 31:3462-3485.
    • (2007) J. Bank. Finance , vol.31 , pp. 3462-3485
    • Trück, S.1    Bierbrauer, M.2    Menn, C.3    Rachev, S.4
  • 25
    • 78650302925 scopus 로고    scopus 로고
    • University of Karlsuhe IIP. Quarter hourly load data of Germany in 2004.
    • University of Karlsuhe IIP (2008). Quarter hourly load data of Germany in 2004.
    • (2008)
  • 26
    • 78650282672 scopus 로고    scopus 로고
    • U.S.Congress. American clean energy and security act of 2009. Tech. rep., 111th United States Congress. Passed the House on June 26, 2009.
    • U.S.Congress (2009). American clean energy and security act of 2009. Tech. rep., 111th United States Congress. Passed the House on June 26, 2009.
    • (2009)
  • 27
    • 78650277671 scopus 로고    scopus 로고
    • Ausgleichsenergie Arbeitspreise
    • Vattenfall Europe Transmission
    • Vattenfall Europe Transmission (2009). Ausgleichsenergie Arbeitspreise. http://www.regelleistung.net.
    • (2009)
  • 29
    • 18944361838 scopus 로고    scopus 로고
    • Comparison of market designs
    • Public Utility Commission of Texas.
    • Zhou, S., Grasso, T., and Niu, G. (2003). Comparison of market designs. Tech. rep., Public Utility Commission of Texas.
    • (2003) Tech. rep.
    • Zhou, S.1    Grasso, T.2    Niu, G.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.