Blar i Institutt for samfunnsøkonomi på forfatter "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 ...