A diffusion model for electricity prices

نویسنده

  • M. T. Barlow
چکیده

Starting from a simple supply/demand model for electricity, we obtain a diffusion (i.e. jumpless) model for spot prices which can exhibit ’price spikes’. We estimate the parameters in the model using historical data from the Alberta and California markets, and compare this model with some others used for spot prices.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Option Pricing on Commodity Prices Using Jump Diffusion Models

In this paper, we aim at developing a model for option pricing to reduce the risks associated with Ethiopian commodity prices fluctuations. We used the daily closed Unwashed Lekempti grade 5 (ULK5) coffee and Whitish Wollega Sesame Seed Grade3 (WWSS3) prices obtained from Ethiopia commodity exchange (ECX) market to analyse the prices fluctuations.The natures of log-returns of the prices exhibit a...

متن کامل

A method to calculate the acceptance probability and risk of rejection of bid prices on the electricity market

After restructuring, Iran’s electricity market has become one of the most competitive markets in which generation companies offer their proposed price on several price benches. So, the decisions in this market can use statistical concepts. In this paper, a conceptual model is presented according to simultaneous analysis of probabilistic distribution for historical data of market clearing price ...

متن کامل

Joint Modelling of Gas and Electricity spot prices

The recent liberalization of the electricity and gas markets has resulted in the growth of energy exchanges and modelling problems. In this paper, we modelize jointly gas and electricity spot prices using a mean-reverting model which fits the correlations structures for the two commodities. The dynamics are based on Ornstein processes with parameterized diffusion coefficients. Moreover, using t...

متن کامل

Modelling Electricity Prices: A Time Change Approach

To capture mean reversion and sharp seasonal spikes observed in electricity prices, this paper develops a new stochastic model for electricity spot prices by time changing the Jump CoxIngersoll-Ross (JCIR) process with a random clock that is a composite of a Gamma subordinator and a deterministic clock with seasonal activity rate. The time-changed JCIR process is a timeinhomogeneous Markov semi...

متن کامل

Analysis the Impact of Hydro Renewable Energy on Electricity Prices in Iran Using a Long-Run Dynamic Model

The energy crisis in recent years has led politicians and major countries around the world to take energy issues differently from the past and replace fossil fuels with renewable energies, including hydroelectricity, to reduce and save energy, controlling supply and demand energy and reduction of pollutant emissions has been widely welcomed. Accordingly, the present study investigates the impac...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2007