Browsing NTNU Open by Author "Huisman, Ronald"
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Electricity futures prices: time-varying sensitivity to fundamentals
Fleten, Stein-Erik; Huisman, Ronald; Kilic, Mehtap; Pennings, Enrico; Westgaard, Sjur (Journal article, 2015)This paper provides insight into the time-varying relation between electricity futures prices and fundamentals in the form of contract prices for fossil fuels. As supply curves are not constant and different producers have ... -
Hydro reservoir levels and power price dynamics: empirical insight on the nonlinear influence of fuel and emission cost on Nord Pool day-ahead electricity prices
Huisman, Ronald; Michels, David; Westgaard, Sjur (Journal article; Peer reviewed, 2015)This paper examines the dependency of the hourly day-ahead electricity price on fundamentals in the Nord Pool power market. We examine whether power prices depend differently on supply and demand variables when hydro ...