19 citations · 19 across the 2 of their papers we have counts for
2 papers
stat.AP2020★ 19 cited
Forecasting the Intra-Day Spread Densities of Electricity Prices
Ekaterina Abramova, Derek Bunn
Intra-day price spreads are of interest to electricity traders, storage and electric vehicle operators. This paper formulates dynamic density functions, based upon skewed-t and sim…
stat.AP2019
Estimating Dynamic Conditional Spread Densities to Optimise Daily Storage Trading of Electricity
Ekaterina Abramova, Derek Bunn
This paper formulates dynamic density functions, based upon skewed-t and similar representations, to model and forecast electricity price spreads between different hours of the day…