Browsing NTNU Open by Author "Verling, Trude Haugsvær"
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Investigating the Price Formation of the Californian Wholesale Electricity Market
Bogaard, Katinka; Verling, Trude Haugsvær (Master thesis, 2017)In this paper, the California Independent System Operator's (CAISO's) day-ahead market (DAM) wholesale price and fundamental variables are considered in an attempt to model the DAM price distribution for CAISO zones NP15 ... -
Performing price scenario analysis and stress testing using quantile regression: A case study of the Californian electricity market
Westgaard, Sjur; Fleten, Stein-Erik; Negash, Ahlmahz; Botterud, Audun; Bogaard, Katinka; Verling, Trude Haugsvær (Peer reviewed; Journal article, 2020)This paper uses quantile regression to demonstrate how electricity price distributions are linked to fundamental supply and demand variables. It investigates the California electricity market (zone SP15) for selected trading ...