A stochastic fuel switching model for electricity prices

A-Tier
Journal: Energy Economics
Year: 2013
Volume: 35
Issue: C
Pages: 5-13

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper develops and applies a novel electricity price model. We reproduce the merit order of a thermal-dominated electricity system by establishing a non-linear dependency of wholesale electricity prices on the prices of fuels (coal and natural gas) and of CO2 emission allowances. The coefficients are estimated using a Markov Switching Regression.

Technical Details

RePEc Handle
repec:eee:eneeco:v:35:y:2013:i:c:p:5-13
Journal Field
Energy
Author Count
1
Added to Database
2026-01-29