Browsing NTNU Open by Author "Kristoffersen, Eline"

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Modeling the UK Electricity Market Using Quantile Regression: Scenario analysis of non-linear sensitivities to fundamental variables

Staver, Tiril Toftdal; Kristoffersen, Eline (Master thesis, 2014)

This paper develops fundamental quantile regression models for the UK electricity price in each trading period. The sample covers half hourly data from 2005 to 2012. From our analysis we are able to show how the sensitivity ...
Modeling the UK electricity price distributions using quantile regression

Hagfors, Lars Ivar; Bunn, Derek; Kristoffersen, Eline; Staver, Tiril Toftdahl; Westgaard, Sjur (Journal article; Peer reviewed, 2016)

In this paper we develop fundamental quantile regression models for the UK electricity price in each trading period. Intraday properties of price risk, as represented by the predictive distribution rather than expected ...