ARX-GARCH probabilistic price forecasts for diversification of trade in electricity markets—variance stabilizing transformation and financial risk-minimizing portfolio …

J Janczura, A Puć - Energies, 2023 - mdpi.com
In this paper, we propose dynamic, short-term, financial risk management strategies for
small electricity producers and buyers that trade in the wholesale electricity markets. Since …

[HTML][HTML] Design and pricing of an option product for China's green electricity-carbon medium and long-term markets

B Ye, H Pu, Y Song, J Jiang - Environmental Impact Assessment Review, 2025 - Elsevier
Promoting market-based reform of Green Electricity Trading (GET) and Carbon Emission
Trading (CET) is a critical pathway to achieve China's 'carbon peaking and carbon …

[HTML][HTML] Enhancing electricity price forecasting accuracy: A novel filtering strategy for improved out-of-sample predictions

A Cerasa, A Zani - Applied Energy, 2025 - Elsevier
Reliable electricity price forecasts are key for energy sector strategy. The presence of market
volatility and price spikes may negatively affect the accuracy of predictions if not properly …

[HTML][HTML] Price Behavior and Market Integration in European Union Electricity Markets: A VECM Analysis

CV Stanciu, NE Mitu - Energies, 2025 - mdpi.com
This study examines the integration and price behavior of European Union electricity
markets using a Vector Error Correction Model (VECM). Employing daily wholesale day …

[PDF][PDF] Powering up profits

E **glöv, W Thorwaldson - 2023 - lup.lub.lu.se
This master's thesis aims to assess the profitability and the factors impacting the profitability
of entering a short position in financial derivative contracts on the Nordic power market while …

[PDF][PDF] A Comparative Analysis of Key Features for Tracing the Causes of Abnormal Electricity Prices in Market Environments

S Dai, W Wu, X Zhang, W Hong, Y Li - 2024 - preprints.org
Electricity price signal is a direct reflection of the attributes of electric power commodities, but
due to the influence of market supply and demand, power producers' offer, line capacity and …

[PDF][PDF] Zastosowanie metod uczenia maszynowego do predykcji generowanej energii w małym systemie PV

A Idźkowski, M Sumorek - Pomiary Automatyka Robotyka, 2024 - par.pl
Artykuł przedstawia problem prognozowania generacji energii elektrycznej w małych
systemach fotowoltaicznych (PV). Celem opracowanych długoterminowych prognoz jest …

Energiakriisin vaikutukset kustannuksiin paperi-ja selluteollisuudessa Euroopassa

R Lindkvist - 2023 - lutpub.lut.fi
Energiakriisiksi kutsuttu ilmiö alkoi vuoden 2021 syksyllä, kun energian hinnat alkoivat
nousemaan rajusti erityisesti Euroopassa. Paperi-ja selluteollisuus on erittäin energiain …

Análisis de los precios en el mercado diario eléctrico español

C López de la Nieta Polonio - 2022 - oa.upm.es
En este trabajo se pretende analizar el comportamiento de los precios diarios del mercado
eléctrico español que resultan de la subasta europea del mercado único diario, SDAC, y …

Predicción del precio de la energía eléctrica en Colombia mediante un enfoque de machine learning

YJ Villarreal Marimon, LA Flores San Martín - 2023 - repository.eafit.edu.co
In this research, numerous predictive models are developed, including regression models,
VAR models, ARIMA models, ARIMAX models and SARIMAX models, which were further …