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    • Dynamics in forward and spot electricity markets 

      Sánchez Domínguez, Juan José; Bunn, Derek W.; Centeno Hernáez, Efraim; Barquín Gil, Julián (2009-05-01)
      This paper provides new results that cast doubt on the conventional assumption that introducing voluntary forward markets will mitigate the market power of electricity generating companies by encouraging them to contract ...

    • Medium-term probabilistic forecasting of electricity prices: a hybrid approach 

      Bello Morales, Antonio; Bunn, Derek W.; Reneses Guillén, Javier; Muñoz San Roque, Antonio
      This paper provides a focus upon forecasting electricity prices in the medium term (from a few weeks to several months ahead) in which accurate estimates of tail risks, e.g. at the 1, 5, 95 and 99, are important. Medium ...

    • Medium-term probabilistic forecasting of electricity prices: a hybrid approach 

      Bello Morales, Antonio; Bunn, Derek W.; Reneses Guillén, Javier; Muñoz San Roque, Antonio (2017-01-01)
      This paper provides a focus upon forecasting electricity prices in the medium term (from a few weeks to several months ahead) in which accurate estimates of tail risks, e.g. at the 1, 5, 95 and 99, are important. Medium ...

    • Medium-term probabilistic forecasting of electricity prices: a hybrid approach 

      Bello Morales, Antonio; Bunn, Derek W.; Reneses Guillén, Javier; Muñoz San Roque, Antonio (Institute of Electrical and Electronics Engineers Power and Energy Society; University of Manchester (Mánchester, Reino Unido), 2017-06-18)
      This paper provides a focus upon forecasting electricity prices in the medium term (from a few weeks to several months ahead) in which accurate estimates of tail risks, e.g. at the 1, 5, 95 and 99, are important. Medium ...

    • Parametric density recalibration of a fundamental market model to forecast electricity prices 

      Bello Morales, Antonio; Bunn, Derek W.; Reneses Guillén, Javier; Muñoz San Roque, Antonio (2016-11-01)
      This paper proposes a new approach to hybrid forecasting methodology, characterized as the statistical recalibration of forecasts from fundamental market price formation models. Such hybrid methods based upon fundamentals ...

    • Real options valuation applied to transmission expansion planning 

      Lumbreras Sancho, Sara; Bunn, Derek W.; Ramos Galán, Andrés; Chronopoulos, Michail (2016-02-01)
      Transmission expansion planning (TEP) is a complex problem where building a new line involves a long permitting process of around 10 years. Therefore, transmission expansion must anticipate the evolution of uncertainties, ...

    • Short-term electricity price forecasting with recurrent regimes and structural breaks 

      Marcos Peirotén, Rodrigo Alejandro de; Bunn, Derek W.; Bello Morales, Antonio; Reneses Guillén, Javier (2020-10-02)
      This paper develops a new approach to short-term electricity forecasting by focusing upon the dynamic specification of an appropriate calibration dataset prior to model specification. It challenges the conventional forecasting ...