A critical empirical study of three electricity spot price models

By Fred Espen Benth, Ruediger Kiesel, Anna Nazarova. 2012

113 citations recorded by the source corpus.

Subfields: Electrical and Electronic Engineering, Finance

View Paper: https://www.semanticscholar.org/paper/a353f6e3cdde940b143a4e0ca25e801804a7a237

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

1. Rafal Weron
2. Florian Ziel
3. Jakub Nowotarski
4. Bartosz Uniejewski
5. Grzegorz Marcjasz
6. Stefan Trück
7. R. Steinert
8. Shu Fan

In Finance

1. Rafal Weron
2. Ladislav Kristoufek
3. Stefan Trück
4. Miloslav S. Vosvrda
5. Demetris Koutsoyiannis
6. Jozef Baruník
7. Hristos Tyralis

Citations in the corpus

• Electricity price forecasting: A review of the state-of-the-art with a look into the future (2014, methodology): “In an empirical study utilizing German EEX market data, Benth, Kiesel, and Nazarova (2012) compare the ‘factor’ model of Benth et al. (2007), the MRJD of Cartea and Figueroa (2005) and the ‘threshold’ model of Geman and Roncoroni (2006), and conclude that the mean-reversion parameters for both the…”