Matches in SemOpenAlex for { <https://semopenalex.org/work/W2977769913> ?p ?o ?g. }
Showing items 1 to 77 of
77
with 100 items per page.
- W2977769913 abstract "This thesis investigates three issues related particularly to the UK electricity wholesale market. The first issue is whether the electricity forward market offers risk premia to compensate for the uncertainty of renewable supply. The empirical results suggest that the UK electricity forward market provides risk premia, which is higher for electricity generated from renewable sources as a compensation for the uncertainty of renewable supply. Secondly, the role of imbalances between demand and supply of electricity on the reduction in electricity prices as a result of merit order is investigated. The main finding is that imbalances due to uncertainty of supply influence the merit order effect. Moreover, the reduction in electricity wholesale prices due to electricity generation from wind is greater in case of deficit than surplus of electricity, which provides direction for participants in devising their balancing strategies. Finally, the third issue investigated is to improve prediction of electricity day-ahead prices. For this, a new method is proposed to estimate the long-term seasonal component, named as the multi-stage optimization filter with a leading Phase Shift (MOPS) to filter the data into trend and residual, and then forecasts for the trend and residual are generated separately and later combined. The proposed method for trend estimation performs better in terms of providing electricity day-ahead price forecasts as compared to some well-known trend estimation methods, such as frequency filters, wavelet decomposition, empirical mode decomposition and hodrick–prescott (HP) filter according to the Diebold and Mariano (1995) test." @default.
- W2977769913 created "2019-10-10" @default.
- W2977769913 creator A5011984019 @default.
- W2977769913 date "2019-07-01" @default.
- W2977769913 modified "2023-09-28" @default.
- W2977769913 title "Three essays on the UK electricity market : risk premium, uncertainty of supply and forecasting" @default.
- W2977769913 hasPublicationYear "2019" @default.
- W2977769913 type Work @default.
- W2977769913 sameAs 2977769913 @default.
- W2977769913 citedByCount "0" @default.
- W2977769913 crossrefType "dissertation" @default.
- W2977769913 hasAuthorship W2977769913A5011984019 @default.
- W2977769913 hasConcept C11413529 @default.
- W2977769913 hasConcept C119599485 @default.
- W2977769913 hasConcept C121332964 @default.
- W2977769913 hasConcept C127413603 @default.
- W2977769913 hasConcept C146733006 @default.
- W2977769913 hasConcept C149782125 @default.
- W2977769913 hasConcept C151541453 @default.
- W2977769913 hasConcept C155512373 @default.
- W2977769913 hasConcept C162324750 @default.
- W2977769913 hasConcept C163258240 @default.
- W2977769913 hasConcept C165801399 @default.
- W2977769913 hasConcept C184773241 @default.
- W2977769913 hasConcept C188573790 @default.
- W2977769913 hasConcept C206658404 @default.
- W2977769913 hasConcept C2781104810 @default.
- W2977769913 hasConcept C41008148 @default.
- W2977769913 hasConcept C423512 @default.
- W2977769913 hasConcept C57101690 @default.
- W2977769913 hasConcept C62520636 @default.
- W2977769913 hasConceptScore W2977769913C11413529 @default.
- W2977769913 hasConceptScore W2977769913C119599485 @default.
- W2977769913 hasConceptScore W2977769913C121332964 @default.
- W2977769913 hasConceptScore W2977769913C127413603 @default.
- W2977769913 hasConceptScore W2977769913C146733006 @default.
- W2977769913 hasConceptScore W2977769913C149782125 @default.
- W2977769913 hasConceptScore W2977769913C151541453 @default.
- W2977769913 hasConceptScore W2977769913C155512373 @default.
- W2977769913 hasConceptScore W2977769913C162324750 @default.
- W2977769913 hasConceptScore W2977769913C163258240 @default.
- W2977769913 hasConceptScore W2977769913C165801399 @default.
- W2977769913 hasConceptScore W2977769913C184773241 @default.
- W2977769913 hasConceptScore W2977769913C188573790 @default.
- W2977769913 hasConceptScore W2977769913C206658404 @default.
- W2977769913 hasConceptScore W2977769913C2781104810 @default.
- W2977769913 hasConceptScore W2977769913C41008148 @default.
- W2977769913 hasConceptScore W2977769913C423512 @default.
- W2977769913 hasConceptScore W2977769913C57101690 @default.
- W2977769913 hasConceptScore W2977769913C62520636 @default.
- W2977769913 hasLocation W29777699131 @default.
- W2977769913 hasOpenAccess W2977769913 @default.
- W2977769913 hasPrimaryLocation W29777699131 @default.
- W2977769913 hasRelatedWork W1145772777 @default.
- W2977769913 hasRelatedWork W1496202722 @default.
- W2977769913 hasRelatedWork W2181574536 @default.
- W2977769913 hasRelatedWork W2273069495 @default.
- W2977769913 hasRelatedWork W2287996013 @default.
- W2977769913 hasRelatedWork W2392066416 @default.
- W2977769913 hasRelatedWork W2554141034 @default.
- W2977769913 hasRelatedWork W2563451623 @default.
- W2977769913 hasRelatedWork W2605168957 @default.
- W2977769913 hasRelatedWork W2795946062 @default.
- W2977769913 hasRelatedWork W2810421468 @default.
- W2977769913 hasRelatedWork W2900153698 @default.
- W2977769913 hasRelatedWork W2970969435 @default.
- W2977769913 hasRelatedWork W3000753491 @default.
- W2977769913 hasRelatedWork W3013040533 @default.
- W2977769913 hasRelatedWork W3037170021 @default.
- W2977769913 hasRelatedWork W3045698406 @default.
- W2977769913 hasRelatedWork W3109612445 @default.
- W2977769913 hasRelatedWork W3212774462 @default.
- W2977769913 hasRelatedWork W3125997775 @default.
- W2977769913 isParatext "false" @default.
- W2977769913 isRetracted "false" @default.
- W2977769913 magId "2977769913" @default.
- W2977769913 workType "dissertation" @default.