The Case of Negative Day-Ahead Electricity Prices
By Enzo Fanone, Andrea Gamba, Marcel Prokopczuk. 2013
177 citations recorded by the source corpus.
Subfields: Electrical and Electronic Engineering, Finance
View Paper: https://www.semanticscholar.org/paper/106c6c0311ff3410ef313a192049be8599525669
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Electrical and Electronic Engineering
- Klaus F. X. Mayer
- Stefan Trück
- Rafal Weron
- Y. Parag
- Jonas Andersson
- Apostolos Serletis
- Evangelos Kyritsis
- Benjamin Sovacool
In Finance
- Klaus F. X. Mayer
- Stefan Trück
- Rafal Weron
- Apostolos Serletis
- Benjamin Sovacool
- Ladislav Kristoufek
- Joanna Janczura
- Miloslav S. Vosvrda
Citations in the corpus
- Electricity prices, large-scale renewable integration, and policy implications (2017, background): “(2012) include them in their simulation study and get better results, while Fanone et al. (2013) also argue in favor of their inclusion.”
- Efficient modeling and forecasting of electricity spot prices (2014, unknown): “Also Fanone et al. (2013) argue for the inclusion of negative prices.”
- Electricity markets around the world (2018, background): “It causes extreme price spikes, strong seasonality in the short run, and even negative prices, see, e.g. Fanone et al. (2013).”
- Electricity market design for the prosumer era (2016, background): “extreme situations to “over-generation” and negative electricity prices (46).”
- Electricity price forecasting: A review of the state-of-the-art with a look into the future (2014, background): “Note that bids with negative prices are allowed in many markets, potentially leading to negative prices when the demand is very low (the costs to shut down and ramp up a power plant unit can exceed the loss for accepting negative prices) or production from renewable sources (most notably wind) is ve”