Blar i Handelshøyskolen BI på emneord "Electricity"

Viser treff 1-3 av 3

    • Large Time-Varying Volatility Models for Electricity Prices 

      Gianfreda, Angelica; Ravazzolo, Francesco; Rossini, Luca (CAMP Working Paper Series;05/2020, Working paper, 2020-07-02)
      We study the importance of time-varying volatility in modelling hourly electricity prices when fundamental drivers are included in the estimation. This allows us to contribute to the literature of large Bayesian VARs by ...

    • A multivariate dependence analysis for electricity prices, demand and renewable energy sources 

      Durante, Fabrizio; Gianfreda, Angelica; Ravazzolo, Francesco; Rossini, Luca (Peer reviewed; Journal article, 2022)
      This paper examines the dependence between electricity prices, demand, and renewable energy sources by means of a multivariate copula model while studying Germany, the widest studied market in Europe. The inter-dependencies ...

    • The greening of European electricity industry: a battle of modernities 

      Midttun, Atle (Journal article; Peer reviewed, 2012)
      Europe has played the role of a green hegemon on the global arena for several decades. By exploring its green transition in the electricity industry, the article discusses whether Europe is on track with regard to delivering ...