메뉴 건너뛰기




Volumn 52, Issue , 2015, Pages 1596-1609

Effects of renewables on the stylized facts of electricity prices

Author keywords

Intermittency; Price volatility; Renewable

Indexed keywords

COSTS;

EID: 84941585466     PISSN: 13640321     EISSN: 18790690     Source Type: Journal    
DOI: 10.1016/j.rser.2015.07.168     Document Type: Review
Times cited : (89)

References (21)
  • 1
    • 0000792991 scopus 로고    scopus 로고
    • The stochastic behavior of commodity prices:valuations and hedging
    • E. Schwartz The stochastic behavior of commodity prices:valuations and hedging J Finance 52 3 1997 923 973
    • (1997) J Finance , vol.52 , Issue.3 , pp. 923-973
    • Schwartz, E.1
  • 2
    • 2442568736 scopus 로고    scopus 로고
    • Electricity prices and power derivatives: Evidence from nordic power exchange
    • Lucia J, Schwartz E. Electricity prices and power derivatives: evidence from nordic power exchange. In: Review of derivatives research, vol. 5 (1); 2002. p. 5-50.
    • (2002) Review of Derivatives Research , vol.5 , Issue.1 , pp. 5-50
    • Lucia, J.1    Schwartz, E.2
  • 4
    • 23944453109 scopus 로고    scopus 로고
    • An empirical examination of restructured electricity prices
    • CR Knittel, and MR. Roberts An empirical examination of restructured electricity prices Energy Econ 2005 27 2005 791 817
    • (2005) Energy Econ , vol.2005 , Issue.27 , pp. 791-817
    • Knittel, C.R.1    Roberts, M.R.2
  • 5
    • 0141560287 scopus 로고    scopus 로고
    • Regime jumps in power prices
    • R Huisman, and R. Mahieu Regime jumps in power prices Energy Econ 25 5 2003 425 434
    • (2003) Energy Econ , vol.25 , Issue.5 , pp. 425-434
    • Huisman, R.1    Mahieu, R.2
  • 7
    • 84888383819 scopus 로고    scopus 로고
    • Renewable generation and electricity prices: Taking stock and new evidence for Germany and Austria
    • K Würzburg, X Labandeira, and P. Linares Renewable generation and electricity prices: taking stock and new evidence for Germany and Austria Energy Econ 40 2013 S159 S171
    • (2013) Energy Econ , vol.40 , pp. S159-S171
    • Würzburg, K.1    Labandeira, X.2    Linares, P.3
  • 8
    • 48949094821 scopus 로고    scopus 로고
    • Analyzing the impact of renewable electricity support schemes on power prices: The case of wind electricity in Spain
    • G Saénz de Miera, P Del Río, and I. Vizcaíno Analyzing the impact of renewable electricity support schemes on power prices: the case of wind electricity in Spain Energy Policy 36 2008 3345 3359
    • (2008) Energy Policy , vol.36 , pp. 3345-3359
    • Saénz De Miera, G.1    Del Río, P.2    Vizcaíno, I.3
  • 9
    • 46049093949 scopus 로고    scopus 로고
    • The merit-order effect: A detailed analysis ofthe price effect of renewable electricity generation on spotmarket prices in Germany
    • F Sensfuβ, M Ragwitz, and M. Genoese The merit-order effect: a detailed analysis ofthe price effect of renewable electricity generation on spotmarket prices in Germany Energy Policy 36 2008 3086 3094
    • (2008) Energy Policy , vol.36 , pp. 3086-3094
    • Sensfu, F.1    Ragwitz, M.2    Genoese, M.3
  • 11
    • 84877104481 scopus 로고    scopus 로고
    • Retrospective modeling of the merit-order effect on wholesale electricity prices from distributed photovoltaic generation in the Australian National Electricity Market
    • D McConnell, P Hearps, D Eales, M Sandiford, R Dunn, M Wright, and et al. Retrospective modeling of the merit-order effect on wholesale electricity prices from distributed photovoltaic generation in the Australian National Electricity Market Energy Policy 58 2013 17 27
    • (2013) Energy Policy , vol.58 , pp. 17-27
    • McConnell, D.1    Hearps, P.2    Eales, D.3    Sandiford, M.4    Dunn, R.5    Wright, M.6
  • 12
    • 84874440083 scopus 로고    scopus 로고
    • The impact of renewable energy on electricity prices in the Netherlands
    • M Mulder, and B. Scholtens The impact of renewable energy on electricity prices in the Netherlands Renew Energy 57 2013 94 100
    • (2013) Renew Energy , vol.57 , pp. 94-100
    • Mulder, M.1    Scholtens, B.2
  • 13
    • 80054916206 scopus 로고    scopus 로고
    • An ex-post analysis of the effect of renewables and cogeneration on Spanish electricity prices
    • L Gelabert, X Labandeira, and P. Linares An ex-post analysis of the effect of renewables and cogeneration on Spanish electricity prices Energy Econ 33 2011 S59 S65
    • (2011) Energy Econ , vol.33 , pp. S59-S65
    • Gelabert, L.1    Labandeira, X.2    Linares, P.3
  • 15
    • 0346433439 scopus 로고    scopus 로고
    • A note on arbitrage-free pricing of forward contracts in energy markets
    • F Benth, L Ekeland, R Hauge, and B. Nielsen A note on arbitrage-free pricing of forward contracts in energy markets Appl Math Finance 10 4 2003 325 336
    • (2003) Appl Math Finance , vol.10 , Issue.4 , pp. 325-336
    • Benth, F.1    Ekeland, L.2    Hauge, R.3    Nielsen, B.4
  • 16
    • 29744463867 scopus 로고    scopus 로고
    • Pricing in electricity markets: A mean reverting jump diffusion model with seasonality
    • A Cartea, and G. Figueroa Pricing in electricity markets: a mean reverting jump diffusion model with seasonality Appl Math Finance 12 4 2005 313 335
    • (2005) Appl Math Finance , vol.12 , Issue.4 , pp. 313-335
    • Cartea, A.1    Figueroa, G.2
  • 17
    • 33749511308 scopus 로고    scopus 로고
    • The nature of power spikes: A regime-switch approach
    • C. De Jong The nature of power spikes: a regime-switch approach Stud Nonlinear Dyn Econom 10 3 2006 1558 3708
    • (2006) Stud Nonlinear Dyn Econom , vol.10 , Issue.3 , pp. 1558-3708
    • De Jong, C.1
  • 18
    • 84864807752 scopus 로고    scopus 로고
    • A critical empirical study of three electricity spot price models
    • F Benth, R Kiesel, and A. Nazarova A critical empirical study of three electricity spot price models Energy Econ 34 2012 1589 1616
    • (2012) Energy Econ , vol.34 , pp. 1589-1616
    • Benth, F.1    Kiesel, R.2    Nazarova, A.3
  • 19
    • 77953686614 scopus 로고    scopus 로고
    • Marketbehaviour with large amounts of intermittent generation
    • R Green, and N. Vasilakos Marketbehaviour with large amounts of intermittent generation Energy Policy 38 2010 3211 3220
    • (2010) Energy Policy , vol.38 , pp. 3211-3220
    • Green, R.1    Vasilakos, N.2
  • 20
    • 84867664844 scopus 로고    scopus 로고
    • Why do electricity prices jump? Empirical evidence from the Nordic electricity market
    • J Hellström, J Lundgren, and H. Yu Why do electricity prices jump? Empirical evidence from the Nordic electricity market Energy Econ 34 2012 1774 1781
    • (2012) Energy Econ , vol.34 , pp. 1774-1781
    • Hellström, J.1    Lundgren, J.2    Yu, H.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.