Browsing NTNU Open by Author "Keppo, Jussi"
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Backing out Expectations from Hydropower Release Time Series
Boger, Maren; Fleten, Stein-Erik; Pichler, Alois; Keppo, Jussi; Vestbøstad, Einar Midttun (Journal article, 2017)Our goal is to study how price expectations are formed in an electricity market. In the context of a single hydropower producer in the Nordic market, we expect the forward curve to have a strong influence. The alternative ... -
Implied Efficiency Curves from Analysis of Operational Patterns
brelin, sebastian; Lien, Morten Adrian; Fleten, Stein-Erik; Keppo, Jussi; Pichler, Alois (Chapter, 2018)A reservoir manager at a hydropower plant has to decide whether to release water in order to produce electricity, and the level at which to produce. These production levels have different efficiencies as well as other ... -
Structural Estimation Analysis in Hydropower Scheduling
Boger, Maren; Vestbøstad, Einar Midttun (Master thesis, 2016)When planning production, a hydro power reservoir managers need to form expectations for electricity prices in the future. When forming expectations, the Nordic electricity forward market is a useful tool for predicting ...