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2. Martingale Regressions for a Continuous Time Model of Exchange Rates. (2017). Guo, Zi-Yi.
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3. Volatility Clustering, New Heavy-Tailed Distribution and the Stock Market Returns in South Korea. (2017). Hong, Yoon ; Lee, Ji-Chul ; Ding, Guoping.
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1. Models with Short-Term Variations and Long-Term Dynamics in Risk Management of Commodity Derivatives. (2017). Guo, Zi-Yi.
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2. Joint price and volumetric risk in wind power trading: A copula approach. (2017). Høg, Esben ; Hvolby, T ; Jung, J ; Hog, E ; Pircalabu, A.
   In: Energy Economics.
   RePEc:eee:eneeco:v:62:y:2017:i:c:p:139-154.

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3. Electricity price behavior and carbon trading: New evidence from California. (2017). woo, chi-keung ; Ho, T ; Schlag, N ; Moore, J ; Ong, A ; Olson, A ; Chen, Y.
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4. The impact of renewables on electricity prices in Germany – An estimation based on historic spot prices in the years 2011–2013. (2016). Dillig, Marius ; Jung, Manuel ; Karl, Jurgen.
   In: Renewable and Sustainable Energy Reviews.
   RePEc:eee:rensus:v:57:y:2016:i:c:p:7-15.

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5. A critical review of Real Options thinking for valuing investment flexibility in Smart Grids and low carbon energy systems. (2016). Mancarella, P ; Schachter, J A.
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6. Estimating the hedging value of an energy exchange in Turkey to a retail power consumer. (2016). Shcherbakova, Anastasia ; Kurucak, Abdurrahman .
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7. The plunge in German electricity futures prices – Analysis using a parsimonious fundamental model. (2016). Kallabis, Thomas ; Weber, Christoph ; Pape, Christian.
   In: Energy Policy.
   RePEc:eee:enepol:v:95:y:2016:i:c:p:280-290.

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8. Merit-order effects of renewable energy and price divergence in California’s day-ahead and real-time electricity markets. (2016). Zarnikau, Jay ; woo, chi-keung ; Chawla, K ; Moore, J ; Schneiderman, B ; Olson, A ; Ho, T ; Toyama, N ; Alagappan, L.
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9. Are fundamentals enough? Explaining price variations in the German day-ahead and intraday power market. (2016). Hagemann, Simon ; Weber, Christoph ; Pape, Christian.
   In: Energy Economics.
   RePEc:eee:eneeco:v:54:y:2016:i:c:p:376-387.

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10. What Moves the Ex Post Variable Profit of Natural-Gas-Fired Generation in California?. (2016). Zarnikau, Jay ; Chi-Keung, Ira Horowitz ; Leung, Eric.
    In: The Energy Journal.
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11. The potential of decentralized power-to-heat as a flexibility option for the german electricity system: A microeconomic perspective. (2015). Wolf, Andre ; Ehrlich, Lars G ; Klamka, Jonas.
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12. Electricity derivatives pricing with forward-looking information. (2015). Prokopczuk, Marcel ; Füss, Roland ; Mahringer, Steffen ; Fuss, Roland.
    In: Journal of Economic Dynamics and Control.
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13. The plunge in German futures prices – Analysis using a parsimonious fundamental model. (2015). Kallabis, Thomas ; Weber, Christoph ; Pape, Christian.
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    RePEc:dui:wpaper:1504.

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14. Are Fundamentals Enough? Explaining Price Variations in the German Day-Ahead and Intraday Power Market. (2015). Weber, Christoph ; Pape, Christian.
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15. Electricity futures prices in an emissions constrained economy: Evidence from European power markets. (2015). Symeonidis, Lazaros ; Markellos, Raphael ; Daskalakis, George ; George, Lazaros Symeonidis .
    In: The Energy Journal.
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16. Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). Weron, Rafał.
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17. An illustrative note on the system price effect of wind and solar power - The German case. (2014). Jagemann, Cosima .
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18. 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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19. Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). Weron, Rafał.
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20. Residual Demand Modeling and Application to Electricity Pricing. (2014). Wagner, Andreas.
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21. 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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22. Electricity Derivatives Pricing with Forward-Looking Information. (2013). Prokopczuk, Marcel ; Füss, Roland ; Mahringer, Steffen ; Fuss, Roland.
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23. Evaluation of Different Hedging Strategies for Commodity Price Risks of Industrial Cogeneration Plants. (2013). Madlener, Reinhard ; Westner, Gunther ; Palzer, Andreas.
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24. Specifying An Efficient Renewable Energy Feed-in Tariff. (2013). Lyons, Sean ; Farrell, Niall ; Lee, William ; Devine, Mel ; Gleeson, James .
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25. Determinants of the premium in forward contracts. (2013). Bunn, Derek ; Redl, Christian.
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26. Evaluation of different hedging strategies for commodity price risks of industrial cogeneration plants. (2013). Madlener, Reinhard ; Westner, Gunther ; Palzer, Andreas.
    In: Energy Policy.
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27. 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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28. The case of negative day-ahead electricity prices. (2013). Prokopczuk, Marcel ; Gamba, Andrea ; Fanone, Enzo.
    In: Energy Economics.
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29. Modelling energy spot prices by volatility modulated L\{e}vy-driven Volterra processes. (2013). Veraart, Almut ; Barndorff-Nielsen, Ole E. ; Benth, Fred Espen ; Almut E. D. Veraart, .
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30. Electricity price modeling and asset valuation: a multi-fuel structural approach. (2012). Coulon, Michael ; Carmona, Rene ; Schwarz, Daniel.
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31. Wind power and market power in competitive markets. (2010). Neuhoff, Karsten ; Twomey, Paul.
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    RePEc:eee:enepol:v:38:y:2010:i:7:p:3198-3210.

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32. Evaluating replacement project of nuclear power plants under uncertainty. (2010). Naito, Yuta ; Takashima, Ryuta ; Kimura, Hiroshi ; Madarame, Haruki .
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33. A simple hybrid model for power derivatives. (2009). ELLIOTT, ROBERT J. ; Lyle, Matthew R..
    In: Energy Economics.
    RePEc:eee:eneeco:v:31:y:2009:i:5:p:757-767.

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34. Price formation in electricity forward markets and the relevance of systematic forecast errors. (2009). Haas, Reinhard ; Huber, Claus ; Redl, Christian ; Bhm, Bernhard, .
    In: Energy Economics.
    RePEc:eee:eneeco:v:31:y:2009:i:3:p:356-364.

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35. Risk management in power markets: The Hedging value of production flexibility. (2009). Fehr, Max ; Wilhelm, Martina ; Hinz, Juri ; Doege, Jorg ; Luthi, Hans-Jakob.
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36. Using Affine Jump Diffusion Models for Modelling and Pricing Electricity Derivatives. (2008). Soldatos, O. ; Nomikos, N. K..
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37. Discrete time-series models when counts are unobservable. (2008). Hurn, Stan ; Christensen, T M ; Lindsay, K A.
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38. 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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39. Short-term electricity futures prices: Evidence on the time-varying risk premium. (2008). Torro, Hipolit ; Lucia, Julio .
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40. Stochastic modeling of financial electricity contracts. (2008). Koekebakker, Steen ; Benth, Fred Espen.
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41. Modelling jumps in electricity prices: theory and empirical evidence. (2007). Uhrig-Homburg, Marliese ; Seifert, Jan.
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42. Electricity spot price dynamics: Beyond financial models. (2007). Guthrie, Graeme ; Videbeck, Steen.
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43. Quantifying risk in the electricity business: A RAROC-based approach. (2007). Prokopczuk, Marcel ; Rachev, Svetlozar T. ; Truck, Stefan ; Schindlmayr, Gero .
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44. A Multivariate Commodity Analysis and Applications to Risk Management. (2007). Cartea, Álvaro ; Kiesel, Ruediger ; Boerger, Reik H. ; Schindlmayr, Gero .
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45. When Supply Meets Demand: The Case of Hourly Spot Electricity Prices. (2007). Dupont, Dominique ; Boogert, Alexander.
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46. Modeling and Forecasting Electricity Loads and Prices: A Statistical Approach. (2006). Weron, Rafal.
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47. Can Markov regime-switching models improve power-price forecasts? Evidence from German daily power prices. (2006). Mosler, Karl ; Kosater, Peter.
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    RePEc:eee:appene:v:83:y:2006:i:9:p:943-958.

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48. Market price of risk implied by Asian-style electricity options. (2005). Weron, Rafał.
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49. Market Power and Technological Bias: The Case of Electricity Generation. (2005). Neuhoff, Karsten ; Twomey, Paul.
    In: Cambridge Working Papers in Economics.
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50. Electricity Spot Price Dynamics: Beyond Financial Models. (2004). Guthrie, Graeme ; Videbeck, Steen.
    In: Working Paper Series.
    RePEc:vuw:vuwcsr:3866.

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