Modelling prices in competitive electricity markets /
edited by Derek W. Bunn.
- Chicester, West Sussex, England ; Hoboken, NJ, USA : J. Wiley, c2004.
- xix, 337 p. : ill. ; 25 cm.
- Wiley finance series .
Structural and Behavioral Foundations of Competitive Electricity Prices Page-1), Competitors, Responses Representation of Marketing Simulation in the Spanish Daily Market(Page-21), Complementarity-Based Equilibrium Modeling for Electric Power markets (Page-69), Price Impact of Horizontal Mergers in the British Generation Market (Page-99), Testing for Weekly Seasonal Unit Roots in Spanish Power Pool (Page-131), Nonlinear Time series Analysis of Alberta’s Deregulated Electricity Market (Page-147), Quantile-Based Probabilistic Models for Electricity Price (Page-161), Forecasting Time-Varying Covariance Matrices in the Indradaily Spot Market of Argentina (Page-177), Identifying Dynamic interactions In Western US Spot Markets (Page-193), Transmission of Prices and Volatility in the Australian Electricity Spot Market (Page-217), Forecasting Higher Moments of the power price using Medium-Term Equilibrium Economics and the Value of Security of Supply (Page-233), Modeling Electricity Forward Curve Dynamic in the Nordic Market (Page-251), The Forward Curve Dynamic and Market Transition Forecasts (Page-267), Price Modeling for Profit at Risk Management (Page-287), Forecasting Weather Variable Densities for Weather Derivatives and Electricity Prices (Page-307). .