This document has not been cited yet.

1. Amjady, N., 2006. Day-ahead price forecasting of electricity markets by new fuzzy neural network. IEEE Transactions on Power Systems 21, 887-996.
   Paper not yet in RePEc: Add citation now
   
2. Amjady, N., 2012. Short-term electricity price forecasting. In J. P. S. Catalão (Ed.), Electric Power systems: advanced forecasting techniques and optimal generation scheduling. CRC, Press.
   Paper not yet in RePEc: Add citation now
   
3. Amjady, N., Hemmati, M., 2009. Day-ahead price forecasting of electricity markets by a hybrid intelligent system. European transactions on Electrical Power 19, 89-102.
   Paper not yet in RePEc: Add citation now
   

4. Apergis, N., Lau, M.C.K., 2015. Structural breaks and electricity prices: Further evidence on the role of climate policy uncertainties in the Australian electricity market. Energy Economics 52, 176-182.

5. Baillie, R.T., Bollerslev, T., Mikkelsen, H.O., 1996. Fractionally integrated generalized autoregressive conditional heteroskedasticity. Journal of Econometrics 74, 3-30.

6. Bollerslev, T., 1986. Generalized autoregressive conditional heteroskedasticity. Journal of Econometrics 31, 307-327.

7. Calvet, L., Fisher, A., 2001. Forecasting multifractal volatility. Journal of Econometrics 105, 27-58.

8. Calvet, L., Fisher, A., 2004. Regime-switching and the estimation of multifractal processes. Journal of Financial Econometrics 2, 44-83.

9. Calvet, L., Fisher, A., 2008. Multifractal Volatility: Theory, Forecasting and Pricing. New York, Academic Press.

10. Catalão, J.P.S., Mariano, S.J.P.S., Mendes, V.M.F., Ferreria, L.A.F.M., 2007. Shortterm electricity prices forecasting in a competitive market: A neural network approach. Electric Power Systems Research 77, 1297-1304.
    Paper not yet in RePEc: Add citation now
    

11. Chan, K.F., Gray, P., 2006. Using extreme value theory to measure value-at-risk for daily electricity spot prices. International Journal of Forecasting 22, 283-300.

12. Chan, K.F., Gray, P., Campen, B.V., 2008. A new approach to characterizing and forecasting electricity price volatility. International Journal of Forecasting 24, 728-743.

13. Christensen, T.M., Hurn, A.S., K.A. Lindsay, K.A., 2012. Forecasting spikes in electricity prices. International Journal of Forecasting 28, 400-411.

14. Cifter, A., 2013. Forecasting electricity price volatility with Markov-switching GARCH model: Evidence from the nordic electric power market. Electric Power Systems Research 102, 61-67.
    Paper not yet in RePEc: Add citation now
    

15. Clements, A.E., Herrera, R., Hurn, A.S., 2015. Modelling interregional links in electricity price spikes. Energy Economics 51, 383-393.

16. Contreras, J., Espinola, R., Nogales, F.J., Conejo, A.J., 2003. ARIMA models to predict next-day electricity prices. IEEE Transactions on Power Systems 18, 1014-1020.
    Paper not yet in RePEc: Add citation now
    

17. Diebold, F.X., Mariano, R.S., 1995. Comparing predictive accuracy. Journal of Business and Economic Statistics 13, 253-263.

18. Ding, Z., Granger, C., Engle. R., 1993. A long memory property of stock market returns and a new model. Journal of Empirical Finance 1, 83-106.

19. Engle, R., 1982. Autoregressive conditional heteroscedasticity with estimates of the variance of united kingdom inflation. Econometrica 50, 987-1007.

20. Garcia-Martos, R.C., Rodriguez, J., Sanchez, M.J., 2007. Mixed models for shortrun forecasting of electricity prices: application for the spanish market. IEEE Transactions on Power Systems 22, 544-551.
    Paper not yet in RePEc: Add citation now
    
21. Garcia, R.J., Contreras, J., Akkeren, M.V., Garcia, J.B.C., 2005. A GARCH forecasting model to predict day-ahead electricity prices. IEEE Transactions on Power Systems 20, 867-874.
    Paper not yet in RePEc: Add citation now
    

22. Gianfreda, A., 2010. Volatility and volume effects in European electricity Markets. Economic Notes 1, 47-63.

23. Gianfreda, A., Grossi, L., 2012. Volatility models for electricity prices with intradaily information. Available at SSRN: https://ssrn.com/abstract=2188148 or http://dx.doi.org/10.2139/ssrn.2188148.
    Paper not yet in RePEc: Add citation now
    

24. Glosten, L., Jagannathan, R., Runkle, D.E., 1993. On the relation between the expected value and volatility of the nominal excess return on stocks. Journal of Finance 46, 1779-1801.

25. Goss, B., 2006. Liquidity, volume and volatility in US electricity futures: The case of Palo Verde. Applied Financial Economic Letters 2, 43-46.
    Paper not yet in RePEc: Add citation now
    

26. Hansen, P.R., 2005. A test for superior predictive ability. Journal of Business and Economic Statistics 23, 365-380.

27. Haugom, E., Ullrich, C.J., 2012. Forecasting spot price volatility using the shortterm forward curve. Energy Economics 34, 1826-1833.

28. Haugom, E., Wesrgaard, S., Solibakke, P.B., Lien, G., 2011. Realized volatility and the influence of market measures on predictability: Analysis of Nord Pool forward electricity data. Energy Economics 33, 1206-1215.

29. Hentschel, L., 1995. All in the family: Nesting symmetric and asymmetric GARCH models. Journal of Financial Economics 39, 71-104.
    Paper not yet in RePEc: Add citation now
    

30. Higgs, H., Worthington, A.C., 2005. Systematic features of high-frequency volatility in Australian electricity markets: Intraday patterns, information arrival and calender effects. The Energy Journal 26, 23-40.

31. Higgs, H., Worthington, A.C., 2008. Stochastic price modeling of high volatility, meanreverting, spike-prone commodities: The Australian wholesale spot electricity market. Energy Economics 30, 3172-3185.

32. Hillebrand, E., Medeiros, M.C., 2012. Nonlinearity, breaks, and long-range dependence in time-series models. CREATES Research Paper 2012-30, Aarhus University.

33. Hong, T., 2015. Energy forecasting: Past, present, and future. foresight. Journal of Applied Forecasting 32, 43-48.

34. Huisman, R., Mahieu, R., 2003. Regime jumps in electricity prices. Energy Economics 25, 425-434.

35. Huurman, C., Ravazzolo, F., Zhou, C., 2012. The power of weather. Computational Statistics 56, 3793-3807.

36. Jonsson, E., Dahl, R.E., 2016. Regime shifts in electricity prices in USA and EU. http://www.usaee.org/usaee2016.
    Paper not yet in RePEc: Add citation now
    

37. Kantelhardt, J.W., Zschiegner, S.A., Koscielny-Bunde, E.,Havlin, S., Bunde, A., Stanley, H.E., 2002. Multifractal detrended fluctuation analysis of nonstationary time series. Physica A 316, 87-114.

38. Karakatsani, N.V., Bunn, D.W., 2008. Modelling the volatility of spot electricity prices. International Journal of Forecasting 24, 764-785.
    Paper not yet in RePEc: Add citation now
    

39. Klaassen, F., 2002. Improving GARCH volatility forecasts. Empirical Economics 27, 363-394.

40. Knittel, C.R., Roberts, M.R., 2005. An empirical examination of restructured electricity prices. Energy Economics 27, 791-817.

41. Koopman, S.J., Ooms, M., Carnero, M.A., 2007. Periodic seasonal Reg-ARFIMAGARCH models for daily electricity spot prices. Journal of the American Statistical Association 102, 16-27.

42. Kristiansen, T., 2012. Forecasting Nord Pool day-ahead prices with an autoregressive model. Energy Policy 49, 328-332.

43. Lux, T., 2008. The Markov-switching multifractal model of asset returns: GMM estimation and linear forecasting of volatility. Journal of Business and Economic Statistics 26, 194-210.

44. Lux, T., Segnon, M., Gupta, R., 2016. Forecasting crude oil price volatility and valueat -risk: Evidence from historical and recent data. Energy Economics 56, 117-133.

45. Maciejowska, K., Nowotarski, J., Weron, R., 2016. Probabilistic forecasting of electricity spot prices using factor quantile regression averaging. International Journal of Forecasting 32, 957-965.

46. Mandelbrot, B.B., 1974. Intermittent turbulence in self similar cascades; divergence of high moments and dimension of the carrier. Journal of Fluid Mechanics 62, 331-358.
    Paper not yet in RePEc: Add citation now
    

47. Mandelbrot, B.B., Fisher, A., Calvet, L., 1997. A multifractal model of asset returns.

48. MCAleer, M., Medeiros, M.C., 2008. Realized volatility: A Review. Econometric Reviews 27, 10-45.

49. Misiorek, A., Trück, S., Weron, R., 2006. Point and interval forecasting of spot electricity prices: Linear vs. non-linear time series models. Studies in Nonlinear Dynamics & Econometrics 10.

50. Möst, D., Keles, D., 2010. A survey of stochastic modelling approaches for liberalized electricity markets. European Journal of Operational Research 207, 543-556.

51. Nelson, D.B., 1991. Conditional heteroskedasticity in asset returns: A new approach. Econometrica 59, 347-370.

52. Nowotarski, J., Raviv, E.,Trück, S., Weron, R., 2014. An empirical comparison of alternative schemes for combining electricity spot price forecasts. Energy Economics 30, 1116-1157.

53. Nowotarski, J., Weron, R., 2015. Computing electricity spot price prediction intervals using quantile regression and forecast averaging. Computational Statistics 30, 791-803.

54. Qu, H., Chen, W., Niu, M., Li, X., 2016. Forecasting realized volatility in electricity markets using logistic smooth transiton heterogeneous autoregressive models. Energy Economics 54, 68-76.

55. Raviv, E., Bouwman, K.E., van Dijk, D., 2015. Forecasting day-ahead electricity prices: utilizing hourly prices. Energy Economics 50, 227-239.

56. Reher, G., Wilfling, B., 2016. A nesting framework for Markov-switching GARCH modelling with an application to the German stock market. Quantitative Finance 16, 411-426.

57. Sansó, A., Arragó, V.,Carrion, J.L., 2004. Testing for change in the unconditional variance of financial time series. Revista de Economiá Financiera 4, 32-53.
    Paper not yet in RePEc: Add citation now
    

58. Segnon, M., Lux, T., Gupta, R., 2017. Modeling and forecasting the volatility of carbon dioxide emission allowance prices: A review and comparison of modern volatility models. Renewable and Sustainable Energy Reviews 69, 692-704.

59. Swider, D.J., Weber, C., 2007. Extended ARMA models for estimating price developments on day-ahead electricity markets. Electric Power Systems Research 77, 583-593.
    Paper not yet in RePEc: Add citation now
    
60. Vahidinasab, V., Kazemi, S.J., 2008. Day-ahead forecasting in restructured power systems using artificial neural networks. Electric Power Systems Research 78, 1332-1342.
    Paper not yet in RePEc: Add citation now
    

61. Wang, Y., Wu, C., Yang, L., 2016. Forecasting crude oil market volatility: A Markov switching multifractal volatility approach. International Journal of Forecasting 32, 1-9.

62. Weron, R., 2002. Estimating long-range dependence: finite sample properties and confidence intervals. Physica A: Statistical Mechanics and its Applications 312, 285-299.

63. Weron, R., 2014. Electricity price forecasting: A review of the state-of-the-art with look into the future. International Journal of Forecasting 30, 1030-1081.

64. Zareipour, H., 2012. Short-term electricity market prices: A review of characteristics and forecasting methods. In A. Sorokin, S. Rebennack, P.M. Pardalos, N.A. Iliadis, and M.V.F. Pereira (Eds.), Handbook of Networks in Power Systems I, pp. 89-121, Springer.
    Paper not yet in RePEc: Add citation now
    

1. Does uncertainty in climate policy play a role in shaping renewable energy use? Evidence from the USA. (2025). Borozan, Djula ; Pirgaip, Burak.
   In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development.
   RePEc:spr:endesu:v:27:y:2025:i:1:d:10.1007_s10668-023-03965-9.

   Full description at Econpapers || Download paper

2. Policy sequencing: on the electrification of gas loads in Australia’s National Electricity Market. (2025). Simshauser, Paul ; Gilmore, Joel.
   In: Working Papers.
   RePEc:enp:wpaper:eprg2509.

   Full description at Econpapers || Download paper

3. Tail risk connectedness in the Australian National Electricity Markets: The impact of rare events. (2025). Nepal, Rabindra ; Jamasb, Tooraj ; Pham, Son Duy ; Do, Hung Xuan.
   In: Energy Economics.
   RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008326.

   Full description at Econpapers || Download paper

4. Policy Sequencing: On the Electrification of Gas Loads in Australia€™s National Electricity Market. (2025). Simshauser, Paul ; Gilmore, J.
   In: Cambridge Working Papers in Economics.
   RePEc:cam:camdae:2528.

   Full description at Econpapers || Download paper

5. Does climate policy uncertainty matter for bank value?. (2024). Mo, Zan ; He, Yue ; Wu, Tsung-Hsien ; Fan, Mengting ; Fu, Huijian ; Chen, Zili.
   In: Economic Change and Restructuring.
   RePEc:kap:ecopln:v:57:y:2024:i:2:d:10.1007_s10644-024-09651-8.

   Full description at Econpapers || Download paper

6. Measuring crisis from climate risk spillovers in European electricity markets. (2024). Liu, Zhenhua ; Zhai, Xiangyang ; Zhao, Wanli ; Ji, Qiang.
   In: Energy Economics.
   RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002949.

   Full description at Econpapers || Download paper

7. Forecasting of coal and electricity prices in China: Evidence from the quantum bee colony-support vector regression neural network. (2024). Guo, Zhichen ; Pan, Wenchao ; Luo, Lingle ; Yaxuan, Jiayan Shi.
   In: Energy Economics.
   RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002731.

   Full description at Econpapers || Download paper

8. Climate policy volatility hinders renewable energy consumption: Evidence from yardstick competition theory. (2024). Nganje, William ; Addey, Kwame Asiam.
   In: Energy Economics.
   RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007636.

   Full description at Econpapers || Download paper

9. Renewable investments in hybridised energy markets: optimising the CfD-merchant revenue mix. (2023). Simshauser, Paul ; Gohdes, Nicholas ; Wilson, Clevo.
   In: Working Papers.
   RePEc:enp:wpaper:eprg2306.

   Full description at Econpapers || Download paper

10. Climate policy uncertainty and risks taken by the bank: Evidence from China. (2023). Dai, Zhifeng ; Zhang, Xiaotong.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000959.

    Full description at Econpapers || Download paper

11. Renewable investments, hybridised markets and the energy crisis: Optimising the CfD-merchant revenue mix. (2023). Simshauser, Paul ; Gohdes, Nicholas ; Wilson, Clevo.
    In: Energy Economics.
    RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003225.

    Full description at Econpapers || Download paper

12. Renewable investments in hybridised energy markets: optimising the CfD-merchant revenue mix. (2023). Simshauser, Paul ; Gohdes, Nicholas N ; Wilson, C.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:2334.

    Full description at Econpapers || Download paper

13. Does a Carbon Tax Reduce CO2 Emissions? Evidence from British Columbia. (2022). Pretis, Felix.
    In: Environmental & Resource Economics.
    RePEc:kap:enreec:v:83:y:2022:i:1:d:10.1007_s10640-022-00679-w.

    Full description at Econpapers || Download paper

14. Impact of carbon tax on electricity prices and behaviour. (2022). Zhang, Qin ; Wong, Jin Boon.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001793.

    Full description at Econpapers || Download paper

15. Climate change policy discontinuity & Australias 2016-2021 renewable investment supercycle. (2022). Simshauser, Paul ; Gilmore, Joel.
    In: Energy Policy.
    RePEc:eee:enepol:v:160:y:2022:i:c:s0301421521005139.

    Full description at Econpapers || Download paper

16. Renewable entry costs, project finance and the role of revenue quality in Australias National Electricity Market. (2022). Simshauser, Paul ; Gohdes, Nicholas ; Wilson, Clevo.
    In: Energy Economics.
    RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322004418.

    Full description at Econpapers || Download paper

17. Renewable entry costs, project finance and the role of revenue quality in Australias National Electricity Market. (2022). Simshauser, Paul ; Gohdes, N.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:2206.

    Full description at Econpapers || Download paper

18. Carbon pass-through rates on spot electricity prices in Australia. (2021). Trueck, Stefan ; Truck, Stefan ; Zhu, Liangxu ; Nazifi, Fatemeh.
    In: Energy Economics.
    RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000839.

    Full description at Econpapers || Download paper

19. Renewable Energy Zones in Australias National Electricity Market. (2021). Simshauser, Paul.
    In: Energy Economics.
    RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321003340.

    Full description at Econpapers || Download paper

20. Renewable Energy Zones in Australias National Electricity Market. (2021). Simshauser, Paul.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:2119.

    Full description at Econpapers || Download paper

21. Renewable energy regulation and structural breaks: An empirical analysis of Spanish electricity price volatility. (2020). Zarraga, Ainhoa ; Pizarro-Irizar, Cristina ; Ciarreta, Aitor.
    In: Energy Economics.
    RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320300888.

    Full description at Econpapers || Download paper

22. Fuel poverty and subjective wellbeing. (2020). Smyth, Russell ; Farrell, Lisa ; Awaworyi Churchill, Sefa.
    In: Energy Economics.
    RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304475.

    Full description at Econpapers || Download paper

23. Is the NEM broken? Policy discontinuity and the 2017-2020 investment megacycle. (2020). Simshauser, Paul ; Gilmore, J.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:2048.

    Full description at Econpapers || Download paper

24. Trials and tribulations of market responses to climate change: Insight through the transformation of the Australian electricity market. (2019). Nelson, Tim ; Dodd, Tracey.
    In: Australian Journal of Management.
    RePEc:sae:ausman:v:44:y:2019:i:4:p:614-631.

    Full description at Econpapers || Download paper

25. Missing money, missing policy and Resource Adequacy in Australias National Electricity Market. (2019). Simshauser, Paul.
    In: Utilities Policy.
    RePEc:eee:juipol:v:60:y:2019:i:c:9.

    Full description at Econpapers || Download paper

26. Carbon pricing and electricity markets — The case of the Australian Clean Energy Bill. (2019). Weron, Rafał ; Trueck, Stefan ; Truck, Stefan ; Maryniak, Pawe.
    In: Energy Economics.
    RePEc:eee:eneeco:v:79:y:2019:i:c:p:45-58.

    Full description at Econpapers || Download paper

27. Decoding the Australian electricity market: New evidence from three-regime hidden semi-Markov model. (2019). Wang, Shixuan ; Lau, Chi Keung ; Gözgör, Giray ; Apergis, Nicholas ; Marco, Chi Keung.
    In: Energy Economics.
    RePEc:eee:eneeco:v:78:y:2019:i:c:p:129-142.

    Full description at Econpapers || Download paper

28. Price and volatility spillovers across the international steam coal market. (2019). Yarovaya, Larisa ; lucey, brian ; Brzeszczynski, Janusz ; Batten, Jonathan ; Ciner, Cetin.
    In: Energy Economics.
    RePEc:eee:eneeco:v:77:y:2019:i:c:p:119-138.

    Full description at Econpapers || Download paper

29. Garbage can theory and Australias National Electricity Market: Decarbonisation in a hostile policy environment. (2018). Simshauser, Paul.
    In: Energy Policy.
    RePEc:eee:enepol:v:120:y:2018:i:c:p:697-713.

    Full description at Econpapers || Download paper

30. A club convergence analysis of per capita energy consumption across Australian regions and sectors. (2018). Smyth, Russell ; Ivanovski, Kris ; Awaworyi Churchill, Sefa.
    In: Energy Economics.
    RePEc:eee:eneeco:v:76:y:2018:i:c:p:519-531.

    Full description at Econpapers || Download paper

31. Consumer electricity and gas prices across Australian capital cities: Structural breaks, effects of policy reforms and interstate differences. (2018). Valadkhani, Abbas ; Smyth, Russell ; Nguyen, Jeremy.
    In: Energy Economics.
    RePEc:eee:eneeco:v:72:y:2018:i:c:p:365-375.

    Full description at Econpapers || Download paper

32. Missing money, missing policy and Resource Adequacy in Australia’s National Electricity Market. (2018). Simshauser, Paul.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:1840.

    Full description at Econpapers || Download paper

33. Are Multifractal Processes Suited to Forecasting Electricity Price Volatility? Evidence from Australian Intraday Data. (2017). Wilfling, Bernd ; Lau, Chi Keung ; GUPTA, RANGAN ; Segnon, Mawuli.
    In: Working Papers.
    RePEc:pre:wpaper:201739.

    Full description at Econpapers || Download paper

34. Using solar PV feed-in tariff policy history to inform a sustainable flexible pricing regime to enhance the diffusion of energy storage and electric vehicles. (2017). Foster, John ; Bell, William.
    In: Journal of Bioeconomics.
    RePEc:kap:jbioec:v:19:y:2017:i:1:d:10.1007_s10818-016-9240-9.

    Full description at Econpapers || Download paper

35. Revitalising the wind power induced merit order effect to reduce wholesale and retail electricity prices in Australia. (2017). Foster, John ; Bell, William ; Wild, Phillip ; Hewson, Michael.
    In: Energy Economics.
    RePEc:eee:eneeco:v:67:y:2017:i:c:p:224-241.

    Full description at Econpapers || Download paper

36. The effects of stock market growth and renewable energy use on CO2 emissions: Evidence from G20 countries. (2017). Paramati, Sudharshan Reddy ; Gupta, Rakesh ; Mo, DI.
    In: Energy Economics.
    RePEc:eee:eneeco:v:66:y:2017:i:c:p:360-371.

    Full description at Econpapers || Download paper

37. Estimating the speed of adjustment to target levels: The case of energy prices. (2017). Narayan, Seema.
    In: Energy Economics.
    RePEc:eee:eneeco:v:62:y:2017:i:c:p:419-427.

    Full description at Econpapers || Download paper

38. Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data. (2017). Wilfling, Bernd ; Lau, Chi Keung ; GUPTA, RANGAN ; Segnon, Mawuli.
    In: CQE Working Papers.
    RePEc:cqe:wpaper:6117.

    Full description at Econpapers || Download paper

39. Carbon pricing, forward risk premiums and pass-through rates in Australian electricity futures markets. (2016). Weron, Rafał ; Trueck, Stefan ; Maryniak, Pawel.
    In: HSC Research Reports.
    RePEc:wuu:wpaper:hsc1610.

    Full description at Econpapers || Download paper

40. A weighted fuzzy linear programming model in economic input–output analysis: an application to risk management of energy system disruptions. (2016). Yu, Krista Danielle ; Tan, Raymond R ; Angelo, Michael ; Danielle, Krista ; Aviso, Kathleen B ; Santos, Joost R.
    In: Environment Systems and Decisions.
    RePEc:spr:envsyd:v:36:y:2016:i:2:d:10.1007_s10669-016-9599-0.

    Full description at Econpapers || Download paper

Report date: 2025-09-06 04:48:27 || Missing content? Let us know