Search for dissertations about: "Electricity price volatility"

Showing result 1 - 5 of 15 swedish dissertations containing the words Electricity price volatility.

  2. 1. Essays on Energy and Climate Policy – Green Certificates, Emissions Trading and Electricity Prices

    Author : Anna Widerberg; Göteborgs universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Attitudes; Carbon Dioxide; Carbon Intensity; Climate Change; Electricity; Electricity Prices; Emissions Trading; Emission Allowances; Environment; Fairness; GARCH models; Lyapunov Exponents; Market Structure; Personal Carbon Allowances; Public Opinion; Reconstructed Dynamics; Stability; Tradable Energy Quotas; Tradable Green Certificates; Volatility;

    Abstract : Paper I: An Electricity Trading System with Tradable Green Certificates and CO₂-emission Allowances Combinations of various policy instruments to deal with the threat of climate change are used throughout the world. The aim of this article is to investigate an electricity market with two different policy instruments, Tradable Green Certificates (TGCs) and CO₂ emission allowances (an Emission Trading System, ETS). READ MORE

  4. 2. Market liberalization and market integration : Essays on the Nordic electricity market

    Author : Jens Lundgren; Runar Brännlund; Niklas Rudholm; Jörgen Hellström; Robert Lundmark; Umeå universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Consumer welfare; Electricity price; Market integration; Market power; Price jump; nationalekonomi; Economics;

    Abstract : This thesis consists of four self-contained papers related to the Nordic electricity market.Paper [I] examine how the reform of the Nordic electricity markets has affected competition in the electric power supply market, Nord Pool. READ MORE

  5. 3. Multivariate Modelling of Energy Markets

    Author : Veronika Lunina; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; energy markets; volatility spillover; skew-Student asymmetric BEKK; volatility impulse response function; temperature; hydrobalance; electricity;

    Abstract : This thesis contributes to the empirical energy finance literature and consists of three research papers. The common denominator for all papers is the multivariate modelling approach, placing the electricity market at the core and delving into its interdependencies on fundamentally related markets and factors. READ MORE

  6. 4. Essays on Financial Risks and Derivatives with Applications to Electricity Markets and Credit Markets

    Author : Rikard Green; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Markov Chain Monte Carlo; Jump Diffusion Process; Stochastic Volatility; VaR; Electricity Markets; Market Risk; Forward Curve; Credit Risk; Currency Effects;

    Abstract : Contracts traded on international financial and commodity markets are associated with complex risk structures. In this dissertation we are concerned with two specific types of risks; market risks and credit risks. The first chapter investigates market risks in the context of the Nordic electricity market. READ MORE

  7. 5. Combined heat and power plant flexibility - Technical and economic potential and system interaction

    Author : Johanna Beiron; Chalmers tekniska högskola; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Combined heat and power; Flexibility; Process optimization modeling; Electricity price volatility; Waste to energy; Combined cycle; District heating; Dynamic modeling;

    Abstract : The share of variable renewable energy sources in electricity generation systems is expected to increase, leading to increased variability in the load that must be provided by conventional power plants or other flexibility measures. Thus, thermal power plants need to consider implementation of technical measures that enhance flexibility; to maintain profitability of operation with increased electricity price fluctuation, and to support electricity system stability. READ MORE