Oct 1, 2012 · There are some naive approaches to forecasting day-ahead prices. The similar day approach is based on searching historical data for days with similar characteristics to those of …

Apr 1, 2021 · The NordPool spot market operates both day ahead and intraday markets for the exchange of electricity. Prices are set using the merit order, scheduling electricity generation …

Aug 1, 1999 · The relationship between the different prices on the spot and regulating power markets is of particular interest to those traders on the spot market who have unpredictable, …

Oct 1, 2020 · We empirically study market integration and the propagation of shocks in the interconnected market of Nord Pool. We document an increasing trend towar…

Sep 1, 2010 · We analyze 11years of historical spot- and futures prices from the hydro-dominated Nord Pool electricity market. We find that futures prices tend to b…

Oct 1, 2014 · We present three relatively simple spot price forecast models for the Nord Pool market based on historic spot and futures prices including data for in…

May 1, 2019 · Electricity markets become more competitive due to their liberalization; therefore, electricity prices are considerably more volatile compared to othe…

Jun 1, 2000 · This question has received considerable theoretical interest but less so on the empirical side. In this study we conduct a two-step exercise: first we look at the evolution of …

Mar 1, 2010 · In Nordpool about 50% of the electricity is produced using hydro-generators which results in lower power prices. On the other hand, during periods of lower water levels in the …

Jun 1, 2020 · It can be seen that the inferred seasonal behaviour from the fitted thermal costs is similar to the seasonal variation of the actual supply on Nordpool. However, whereas the total …