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Wind power Engineering & Materials Science
Influence Diagnostics Mathematics
Spatial Point Process Mathematics
Autocovariance Function Mathematics
Estimator Mathematics
Recovery Engineering & Materials Science
Kernel Function Mathematics
Electricity Market Mathematics

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Research Output 2015 2019

A seasonal copula mixture for hedging the clean spark spread with wind power futures

Christensen, T. S., Pircalabu, A. & Høg, E., 1 Feb 2019, In : Energy Economics. 78, February 2019, p. 64-80 17 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Electric sparks
Wind power
Risk management
Power generation
Power plants

Leverage and influence diagnostics for Gibbs spatial point processes

Baddeley, A., Rubak, E. & Turner, R., Mar 2019, In : Spatial Statistics. 29, p. 15-48 34 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Influence Diagnostics
Spatial Point Process
Composite Likelihood
Leverage
Diagnostics

Modeling the exact convergence of electricity prices in interconnected markets

Christensen, T. S. & Benth, F. E., 2019, (Submitted) In : Energy Economics. 19 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Electricity
Derivatives
Power markets
Modeling
Electricity price