The case of negative day-ahead electricity prices

A-Tier
Journal: Energy Economics
Year: 2013
Volume: 35
Issue: C
Pages: 22-34

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

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

Abstract

In recent years, Germany has significantly increased its share of electricity produced from renewable sources, which is mainly due to the Renewable Energy Act (EEG). The EEG substantially impacts the dynamics of intra-day electricity prices by increasing the likelihood of negative prices. In this paper, we present a non-Gaussian process to model German intra-day electricity prices and propose an estimation procedure for this model. Most importantly, our model is able to generate extreme positive and negative spikes. A simulation study demonstrates the ability of our model to capture the characteristics of the data.

Technical Details

RePEc Handle
repec:eee:eneeco:v:35:y:2013:i:c:p:22-34
Journal Field
Energy
Author Count
3
Added to Database
2026-01-25