Getting prices right in structural electricity market models

B-Tier
Journal: Energy Policy
Year: 2019
Volume: 129
Issue: C
Pages: 1190-1206

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

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

Abstract

Electricity market models are widely employed to study the role, impacts and economic viability of new technologies. Sources of arbitrage, such as storage and transmission, are increasingly seen as essential for integrating higher shares of variable renewables. Understanding their operation and business case requires models which accurately represent time-series of wholesale electricity prices.

Technical Details

RePEc Handle
repec:eee:enepol:v:129:y:2019:i:c:p:1190-1206
Journal Field
Energy
Author Count
3
Added to Database
2026-01-25