no code implementations • 1 Apr 2021 • Lamia Varawala, Mohammad Reza Hesamzadeh, György Dán, Derek Bunn, Juan Rosellón
The electricity industry has been one of the first to face technological changes motivated by sustainability concerns.
no code implementations • 20 Feb 2020 • Ekaterina Abramova, Derek Bunn
Intra-day price spreads are of interest to electricity traders, storage and electric vehicle operators.
no code implementations • 9 Mar 2019 • Ekaterina Abramova, Derek Bunn
This paper formulates dynamic density functions, based upon skewed-t and similar representations, to model and forecast electricity price spreads between different hours of the day.
