A Stochastic Latent Moment Model for Electricity Price Formation-Reference-Cited by-同舟云学术

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A Stochastic Latent Moment Model for Electricity Price Formation

Published:2018-10 Issue:5 Volume:66 Page:1189-1203
ISSN:0030-364X
Container-title:Operations Research
language:en
Short-container-title:Operations Research

Author:

Gianfreda Angelica¹^ORCID,Bunn Derek²^ORCID

Affiliation:

1. Energy Markets Group, London Business School, NW1 4SA, London, United Kingdom; and Free University of Bozen-Bolzano, 39100, Bozen/Bolzano, Italy

2. Department of Decision Sciences, London Business School, Regent’s Park, London NW1 4SA, United Kingdom

Publisher

Institute for Operations Research and the Management Sciences (INFORMS)

Subject

Management Science and Operations Research,Computer Science Applications

Reference72 articles.

1. An Effective Power Dispatch Control Strategy to Improve Generation Schedulability and Supply Reliability of a Wind Farm Using a Battery Energy Storage System

2. A STRUCTURAL RISK-NEUTRAL MODEL FOR PRICING AND HEDGING POWER DERIVATIVES

3. Distributions generated by perturbation of symmetry with emphasis on a multivariate skew t -distribution

4. Wind and Energy Markets: A Case Study of Texas

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