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1. The plunge in German futures prices – Analysis using a parsimonious fundamental model. (2015). Kallabis, Thomas ; Weber, Christoph ; Pape, Christian.
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2. A Smooth Transition Logit Model of the Effects of Deregulation in the Electricity Market. (2014). Teräsvirta, Timo ; Silvennoinen, Annastiina ; Hurn, Stan ; Terasvirta, Timo.
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3. Fine structure of the price-demand relationship in the electricity market: multi-scale correlation analysis. (2014). Afanasyev, Dmitriy ; Popov, Viktor ; Fedorova, Elena.
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4. The Effect of Material Price and Product Demand Correlations on Combined Sourcing and Inventory Management. (2014). Kleber, Rainer ; Kelle, Peter ; Inderfurth, Karl.
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5. Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). Weron, Rafał.
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6. Decision-support tool for assessing future nuclear reactor generation portfolios. (2014). Oosterlee, Cornelis ; Jain, Shashi ; Roelofs, Ferry .
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7. Calculation of a power price equilibrium. (2014). Hauser, Raphael ; Troha, Miha.
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8. Time-changed CIR default intensities with two-sided mean-reverting jumps. (2014). Linetsky, Vadim ; Mendoza-Arriaga, Rafael.
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9. A Smooth Transition Logit Model of the Effects of Deregulation in the Electricity Market. (2014). Teräsvirta, Timo ; Silvennoinen, Annastiina ; Hurn, Stan ; Terasvirta, Timo.
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10. Specifying An Efficient Renewable Energy Feed-in Tariff. (2013). Lyons, Sean ; Farrell, Niall ; Lee, William ; Devine, Mel ; Gleeson, James .
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11. Practical stochastic modelling of electricity prices. (2013). Lawford, Steve ; Culot, Michel ; Smeers, Yves ; Goffin, Valerie ; De Meten, Sebastien .
    In: Post-Print.
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12. Long-term Memory in Electricity Prices: Czech Market Evidence. (2013). Krištoufek, Ladislav ; Lunackova, Petra .
    In: Czech Journal of Economics and Finance (Finance a uver).
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13. A model for hedging load and price risk in the Texas electricity market. (2013). Coulon, Michael ; Powell, Warren B. ; Sircar, Ronnie.
    In: Energy Economics.
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14. An empirical estimation for mean-reverting coal prices with long memory. (2013). Xiao, Weilin ; Xu, Weijun ; Sun, QI.
    In: Economic Modelling.
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15. A hybrid SETARX model for spikes in tight electricity markets. (2012). Lucheroni, Carlo.
    In: Operations Research and Decisions.
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16. Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling. (2012). Weron, Rafał ; Trueck, Stefan ; Janczura, Joanna ; Wolff, Rodney.
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17. Markov switching of the electricity supply curve and power prices dynamics. (2012). Canana, Lucianna ; Mari, Carlo.
    In: Physica A: Statistical Mechanics and its Applications.
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18. Forecasting spikes in electricity prices. (2012). Hurn, Stan ; Christensen, T. M. ; Lindsay, K. A..
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19. How much should we pay for interconnecting electricity markets? A real options approach. (2012). Cartea, Álvaro ; Gonzalez-Pedraz, Carlos .
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20. A numerical algorithm for pricing electricity derivatives for jump-diffusion processes based on continuous time lattices. (2012). Tompaidis, Stathis ; Albanese, Claudio ; Lo, Harry.
    In: European Journal of Operational Research.
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21. A new energy model to capture the behavior of energy price processes. (2012). Xiao, Weilin ; Xu, Weijun ; Sun, QI.
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22. Electricity price modeling and asset valuation: a multi-fuel structural approach. (2012). Coulon, Michael ; Carmona, Rene ; Schwarz, Daniel.
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23. An impact assessment of electricity and emission allowances pricing in optimised expansion planning of power sector portfolios. (2011). Tolis, Athanasios I. ; Rentizelas, Athanasios A..
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24. Stochastic models of resonating markets. (2010). Lucheroni, Carlo.
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25. An empirical comparison of alternate regime-switching models or electricity spot prices. (2010). Weron, Rafał ; Janczura, Joanna.
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26. Regime switches induced by supply–demand equilibrium: a model for power-price dynamics. (2010). Tondini, Daniela ; Mari, Carlo.
    In: Physica A: Statistical Mechanics and its Applications.
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27. A long-term/short-term model for daily electricity prices with dynamic volatility. (2010). Schlueter, Stephan .
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28. An empirical comparison of alternate regime-switching models for electricity spot prices. (2010). Weron, Rafał ; Janczura, Joanna.
    In: Energy Economics.
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29. Volatility transmission and volatility impulse response functions in European electricity forward markets. (2010). Sévi, Benoît ; LE PEN, Yannick ; Sevi, Benoit.
    In: Energy Economics.
    RePEc:eee:eneeco:v:32:y:2010:i:4:p:758-770.

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30. A simple hybrid model for power derivatives. (2009). ELLIOTT, ROBERT J. ; Lyle, Matthew R..
    In: Energy Economics.
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31. A supply and demand based volatility model for energy prices. (2009). Kanamura, Takashi.
    In: Energy Economics.
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32. Discrete time-series models when counts are unobservable. (2008). Hurn, Stan ; Christensen, T M ; Lindsay, K A.
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33. It never rains but it pours: Modelling the persistence of spikes in electricity prices. (2008). Hurn, Stan ; Christensen, T M ; Lindsay, K A.
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34. Volatility transmission and volatility impulse response functions in European electricity forward markets. (2008). Sévi, Benoît ; LE PEN, Yannick.
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35. Spot price modeling and the valuation of electricity forward contracts: The role of demand and capacity. (2008). Cartea, Álvaro ; Villaplana, Pablo .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:12:p:2502-2519.

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36. Bayesian density forecasting of intraday electricity prices using multivariate skew t distributions. (2008). Smith, Michael ; Panagiotelis, Anastasios.
    In: International Journal of Forecasting.
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37. On transition probabilities of regime switching in electricity prices. (2008). Kanamura, Takashi ; macronhashi, Kazuhiko Ocombining.
    In: Energy Economics.
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38. Stochastic modeling of financial electricity contracts. (2008). Koekebakker, Steen ; Benth, Fred Espen.
    In: Energy Economics.
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39. Méthodes numériques pour la valorisation doptions swings et autres problèmes sur les matières premières. (2008). Kourouvakalis, Stylianos .
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40. Deregulation, news releases, and price discovery. (2007). Moore, William ; Christie-David, Rohan ; Chen, Manfen .
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41. Modelling spikes in electricity markets using excitable dynamics. (2007). Mari, Carlo ; de Sanctis, Angela.
    In: Physica A: Statistical Mechanics and its Applications.
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42. Spot and derivative pricing in the EEX power market. (2007). Rachev, Svetlozar T. ; Truck, Stefan ; Bierbrauer, Michael ; Menn, Christian .
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43. A structural model for electricity prices with spikes: Measurement of spike risk and optimal policies for hydropower plant operation. (2007). Kanamura, Takashi ; Ohashi, Kazuhiko.
    In: Energy Economics.
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44. Spot Price Modeling and the Valuation of Electricity Forward Contracts: the Role of Demand and Capacity. (2007). Cartea, Álvaro ; Conde, Pablo Villaplana.
    In: Birkbeck Working Papers in Economics and Finance.
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45. Valuing virtual production capacities on flow commodities. (2006). Hinz, Juri.
    In: Mathematical Methods of Operations Research.
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46. Electricity derivatives and risk management. (2006). Oren, S. S. ; Deng, S. J..
    In: Energy.
    RePEc:eee:energy:v:31:y:2006:i:6:p:940-953.

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47. Market price of risk implied by Asian-style electricity options. (2005). Weron, Rafał.
    In: Econometrics.
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48. A spot market model for pricing derivatives in electricity markets. (2004). Müller, Alfred ; Burger, Markus ; Schindlmayr, Gero ; Klar, Bernhard ; Muller, Alfred.
    In: Quantitative Finance.
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49. Understanding Electricity Price Volatility within and across Markets. (2004). Karolyi, G. ; Goto, Mika.
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50. A Class of Marked Point Processes for Modelling Electricity Prices. (2003). Geman, Helyette ; Roncoroni, Andrea.
    In: ESSEC Working Papers.
    RePEc:ebg:essewp:dr-03004.

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