Verfügbarkeit: Economics of power markets

Economics of power markets: essays on electricity price volatility

Gespeichert in:

Bibliographische Detailangaben
1. Verfasser:	Mayer, Klaus (VerfasserIn)
Format:	Abschlussarbeit Buch
Sprache:	English
Veröffentlicht:	München Klaus Mayer 2015
Schlagworte:	Hochschulschrift
Online-Zugang:	Inhaltsverzeichnis
Beschreibung:	XII, 187 Seiten Illustrationsangaben
ISBN:	9783000508240

Internformat

MARC


LEADER	00000nam a2200000 c 4500
001	BV043003569
003	DE-604
005	20180604
007	t
008	151112s2015 a\|\|\| m\|\|\| 00\|\|\| eng d
020			\|a 9783000508240 \|9 978-3-00-050824-0
035			\|a (OCoLC)950878786
035			\|a (DE-599)BVBBV043003569
040			\|a DE-604 \|b ger \|e rda
041	0		\|a eng
049			\|a DE-91 \|a DE-12
084			\|a WIR 150d \|2 stub
100	1		\|a Mayer, Klaus \|e Verfasser \|0 (DE-588)1011749564 \|4 aut
245	1	0	\|a Economics of power markets \|b essays on electricity price volatility \|c Klaus Mayer
264		1	\|a München \|b Klaus Mayer \|c 2015
300			\|a XII, 187 Seiten \|b Illustrationsangaben
336			\|b txt \|2 rdacontent
337			\|b n \|2 rdamedia
338			\|b nc \|2 rdacarrier
502			\|b Dissertation \|c Technische Universität \|d 2015
655		7	\|0 (DE-588)4113937-9 \|a Hochschulschrift \|2 gnd-content
856	4	2	\|m DNB Datenaustausch \|q application/pdf \|u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028428735&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA \|3 Inhaltsverzeichnis
999			\|a oai:aleph.bib-bvb.de:BVB01-028428735

Datensatz im Suchindex

_version_	1804175344963420160
adam_text	CO NTENTS SUMMARY II CONTENT IV NOMENCLATURE VII LIST OF FIGURES X LIST OF TABLES XI 1 INTRODUCTION 1 1.1 MOTIVATION ....................................................................................................... 1 1.2 RESEARCH QU ESTIO N S........................................................................................... 10 2 ESSAY 1: MODELING ELECTRICITY SPOT PRICES * COMBINING MEAN REVERSION, SPIKES, AND STOCHASTIC VOLATILITY 17 2.1 INTRODUCTION.......................................................................................................... 18 2.2 ELECTRICITY M ARK ETS.............................................................................................. 20 2.2.1 ELECTRICITY M ARKETS............................................................................... 21 2.2.2 D A TA ....................................................................................................... 21 2.2.3 PRICE B E H A V IO R..................................................................................... 22 2.3 THEORETICAL FRAMEWORK ....................................................................................... 27 2.4 C A LIB RA TIO N .......................................................................................................... 31 2.4.1 NEGATIVE P RIC E S ..................................................................................... 31 2.4.2 SEASONALITY F U N CTIO N ............................................................................ 32 2. 4.3 STOCHASTIC C OM PONENT........................................................................... 32 2.4.4 MEAN REVERSION R A T E S ........................................................................... 34 2.4.5 SEPARATION OF STOCHASTIC P RO CESSES...................................................... 35 2.4.6 D ISTRIBUTION............................................................................................. 37 2.5 TESTING THE M O D E L ............................................................................................. 40 2.6 CONCLUSION ....................................................................................................... 43 3 ESSAY 2: MARKET EFFICIENCY, PRODUCTION FLEXIBILITY, AND ELECTRICITY PRICE VOLATILITY 47 3.1 INTRODUCTION......................................................................................................... 48 3.2 LITERATURE OVERVIEW............................................................................................. 51 3.3 DATA AND METHODOLOGY....................................................................................... 54 3.3.1 SAMPLE CO N STRU CTIO N .............................................................................. 54 3.3.2 PRODUCTION FLEXIBILITY.............................................................................. 55 3.3.3 EVENT RE TU RN S .......................................................................................... 60 3.3.4 FINANCIAL V A RIA B LE S................................................................................. 61 3.3.5 ELECTRICITY P R IC E S .................................................................................... 62 3.3.6 M ETHODOLOGY.......................................................................................... 64 3.4 R ESULTS.................................................................................................................. 65 3.4.1 DESCRIPTIVE S TA TIS TIC S .............................................................................. 65 3.4.2 MAIN RESULTS............................................................................................. 71 3.4.3 ROBUSTNESS T E S T S .................................................................................... 77 3.5 CONCLUSION ......................................................................................................... 78 4 ESSAY 3: ELECTRICITY MARKETS AROUND THE WORLD 86 4.1 INTRODUCTION......................................................................................................... 87 4.2 , POWER M A R K E TS ................................................................................................... 90 4.2.1 DEREGULATION AND DEVELOPMENT OF POWER M A R K E TS .............................. 90 4.2.2 DESCRIPTION OF M ARK E TS........................................................................... 93 4.3 DATA AND METHODOLOGY....................................................................................... 95 4.3.1 D A TA ......................................................................................................... 95 4.3.2 M ETHODOLOGY ......................................................................................... 99 4.4 EMPIRICAL R E S U LTS .............................................................................................. 103 4.4.1 DESCRIPTIVE S TA TIS TIC S ............................................................................... 103 4.4.2 CLASSIFICATION AND TE S TS ............................................................................ 122 4.5 CONCLUSION ....................................................................................................... 130 5 ESSAY 4: THE MARKET IMPACT OF WIND AND SOLAR POWER CAPACITIES - INTERNATIONAL EVIDENCE 138 5.1 INTRODUCTION...........................................................................................................139 5.2 DATA AND METHODOLOGY........................................................................................ 144 5.2.1 D A TA ...........................................................................................................144 5.2.2 M ETHODOLOGY ........................................................................................... 147 5.3 EMPIRICAL R E S U LTS ..................................................................................................147 5.3.1 DESCRIPTIVE S TA TIS TIC S ............................................................................... 147 5.3.2 REGRESSION RESULTS .................................................................................. 152 5.4 ROBUSTNESS T E S T S ................................................................................................. 158 5.5 CONCLUSION ...........................................................................................................164 6 CONCLUSION 170 BIBLIOGRAPHY 177
any_adam_object	1
author	Mayer, Klaus
author_GND	(DE-588)1011749564
author_facet	Mayer, Klaus
author_role	aut
author_sort	Mayer, Klaus
author_variant	k m km
building	Verbundindex
bvnumber	BV043003569
classification_tum	WIR 150d
ctrlnum	(OCoLC)950878786 (DE-599)BVBBV043003569
discipline	Wirtschaftswissenschaften
format	Thesis Book
fullrecord	<?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01172nam a2200301 c 4500</leader><controlfield tag="001">BV043003569</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20180604 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">151112s2015 a\|\|\| m\|\|\| 00\|\|\| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9783000508240</subfield><subfield code="9">978-3-00-050824-0</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)950878786</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV043003569</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rda</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-91</subfield><subfield code="a">DE-12</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">WIR 150d</subfield><subfield code="2">stub</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Mayer, Klaus</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)1011749564</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Economics of power markets</subfield><subfield code="b">essays on electricity price volatility</subfield><subfield code="c">Klaus Mayer</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">München</subfield><subfield code="b">Klaus Mayer</subfield><subfield code="c">2015</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">XII, 187 Seiten</subfield><subfield code="b">Illustrationsangaben</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="502" ind1=" " ind2=" "><subfield code="b">Dissertation</subfield><subfield code="c">Technische Universität</subfield><subfield code="d">2015</subfield></datafield><datafield tag="655" ind1=" " ind2="7"><subfield code="0">(DE-588)4113937-9</subfield><subfield code="a">Hochschulschrift</subfield><subfield code="2">gnd-content</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">DNB Datenaustausch</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028428735&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-028428735</subfield></datafield></record></collection>
genre	(DE-588)4113937-9 Hochschulschrift gnd-content
genre_facet	Hochschulschrift
id	DE-604.BV043003569
illustrated	Illustrated
indexdate	2024-07-10T07:14:48Z
institution	BVB
isbn	9783000508240
language	English
oai_aleph_id	oai:aleph.bib-bvb.de:BVB01-028428735
oclc_num	950878786
open_access_boolean
owner	DE-91 DE-BY-TUM DE-12
owner_facet	DE-91 DE-BY-TUM DE-12
physical	XII, 187 Seiten Illustrationsangaben
publishDate	2015
publishDateSearch	2015
publishDateSort	2015
publisher	Klaus Mayer
record_format	marc
spelling	Mayer, Klaus Verfasser (DE-588)1011749564 aut Economics of power markets essays on electricity price volatility Klaus Mayer München Klaus Mayer 2015 XII, 187 Seiten Illustrationsangaben txt rdacontent n rdamedia nc rdacarrier Dissertation Technische Universität 2015 (DE-588)4113937-9 Hochschulschrift gnd-content DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028428735&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis
spellingShingle	Mayer, Klaus Economics of power markets essays on electricity price volatility
subject_GND	(DE-588)4113937-9
title	Economics of power markets essays on electricity price volatility
title_auth	Economics of power markets essays on electricity price volatility
title_exact_search	Economics of power markets essays on electricity price volatility
title_full	Economics of power markets essays on electricity price volatility Klaus Mayer
title_fullStr	Economics of power markets essays on electricity price volatility Klaus Mayer
title_full_unstemmed	Economics of power markets essays on electricity price volatility Klaus Mayer
title_short	Economics of power markets
title_sort	economics of power markets essays on electricity price volatility
title_sub	essays on electricity price volatility
topic_facet	Hochschulschrift
url	http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028428735&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
work_keys_str_mv	AT mayerklaus economicsofpowermarketsessaysonelectricitypricevolatility

Verfügbarkeit

Es ist kein Print-Exemplar vorhanden.

Fernleihe Bestellen Achtung: Nicht im THWS-Bestand! Inhaltsverzeichnis

MARC

Datensatz im Suchindex

Es ist kein Print-Exemplar vorhanden.

Ähnliche Einträge