Items where Author is "Bunn, D W"

Article

Ganesh, VN and Bunn, DW (2024) Algorithmic Trading of Real-time Electricity with Machine Learning. Quantitative Finance, 24 (11). pp. 1545-1559. ISSN 1469-7688

Lopez, A and Bunn, D W (2024) Buildings as batteries. Energy Journal. ISSN 0195-6574 (In Press)

Gianfreda, A, Scandolo, G and Bunn, DW (2024) The Connectedness Features of German Electricity Futures over Short and Long Maturities. Finance Research Letters, 70 (106315). ISSN 1544-6123

Hou, S and Bunn, D W (2024) Daily Episodic and Continuous Arbitrage Trading with Electric Batteries. Energy Journal, 45 (4). pp. 179-194. ISSN 0195-6574

Goudarzi, H, Hesamzadeh, M R, Bunn, D W and Fotuhi-Firuzabad, M (2024) A Strengthened Primal-Dual Decomposition Algorithm for Solving Electricity Market Pricing with Revenue-Adequacy and FFR constraints. IEEE Transactions on Energy Markets, Policy and Regulation, 2 (3). pp. 379-391. ISSN 2771-9626

Verma, P P, Hesamzadeh, M R, Rebennack, S, Bunn, D W, Swarup, K S and Srinivasan, D (2024) Optimal investment by large consumers in an electricity market with generator market power. Computational Management Science, 21 (36). ISSN 1619-697X

Ganesh, V N and Bunn, D W (2024) Forecasting imbalance price densities with statistical methods and neural networks. IEEE Transactions on Energy Markets, Policy and Regulation, 2 (1). pp. 30-39. ISSN 0885-8969

Bakhtiari, H, Hesamzadeh, M R and Bunn, D W (2024) A stochastic inference-dual-based decomposition algorithm for TSO-DSO-Retailer coordination. IEEE Transactions on Energy Markets, Policy and Regulation, 2 (1). pp. 13-29. ISSN 0885-8969

Thakur, J, Hesamzadeh, M R, Date, P and Bunn, D W (2023) Pricing and hedging wind power prediction risk with binary option contracts. Energy Economics, 126. ISSN 0140-9883

Ghiassi-Farrokhfal, Y, Belo, R, Hesamzadeh, M R and Bunn, D W (2023) Optimal Electricity Imbalance Pricing for the Emerging Penetration of Renewable and Low-Cost Generators. Manufacturing and Service Operations Management, 25 (5). pp. 1966-1983. ISSN 1523-4614

Bakhtiari, H, Hesamzadeh, M R and Bunn, D W (2023) TSO-DSO Operational Coordination Using a Look-Ahead Multi-Interval Framework. IEEE Transactions on Power Systems, 38 (5). pp. 4221-4239. ISSN 0885-8950

Tang, Y, Wen, Z, Tao, Y, Bunn, D W and Li, Y (2023) The economic and environmental impacts of shared collection service systems for retired electric vehicle batteries. Waste Management, 166. pp. 233-244. ISSN 0956-053X

Varawala, L, Hesamzadeh, M R, Dan, G, Bunn, D and Rosellon, J (2023) A pricing mechanism to jointly mitigate market power and environmental externalities in electricity markets. Energy Economics, 121. ISSN 0140-9883 (In Press)

Bunn, D W, Damien, P and Lima, L M (2023) Bayesian Predictive Distributions for Imbalance Prices with Time-varying Factor Impacts. IEEE Transactions on Power Systems, 38 (1). pp. 349-357. ISSN 0885-8950

Sarfarazi, S, Mohammadi, S, Khastieva, D, Hesamzadeh, M R, Bertsch, V and Bunn, D W (2022) An optimal real-time pricing strategy for aggregating distributed generation and battery storage systems in energy communities: A stochastic bilevel optimization approach. International Journal of Electrical Power and Energy Systems, 147. ISSN 0142-0615 (In Press)

Gianfreda, A, Scandolo, G and Bunn, D W (2022) Higher Moments in the Fundamental Specification of Electricity Forward Prices. Quantitative Finance, 22 (11). pp. 2063-2078. ISSN 1469-7688

Mohammadi, S, Hesamzadeh, M R and Bunn, D W (2022) Distribution Locational Marginal Pricing (DLMP) for Unbalanced Three-Phase Networks. IEEE Transactions on Power Systems, 37 (5). pp. 3443-3457. ISSN 0885-8950

Matsumoto, T, Bunn, D W and Yamada, Y (2022) Mitigation of the Inefficiency in Imbalance Settlement Designs using Day-Ahead Prices. IEEE Transactions on Power Systems, 37 (5). pp. 3333-3345. ISSN 0885-8950

Kang, L, Walker, S, Damien, P and Bunn, D W (2022) Bayesian estimation of electricity price risk with a multi-factor mixture of densities. Quantitative Finance, 22 (8). pp. 1535-1544. ISSN 1469-7688

Dominquez-Gonzalez, G, Munoz-Hernandez, J I, Bunn, D W and Garcia-Checa, C J (2022) Integration of hydrogen and synthetic natural gas within legacy power generation facilities. Energies, 15 (12). ISSN 1996-1073

Salo, A, Tosoni, E, Roponen, J and Bunn, D W (2022) Using Cross-Impact Analysis for Probabilistic Risk Assessment. Futures and Foresight Science, 4 (2). e2103. ISSN 2573-5152

Matsumoto, T, Bunn, D W and Yamada, Y (2022) Pricing Electricity Day-ahead Cap Futures with Multifactor Skew-t Densities. Quantitative Finance, 22 (5). pp. 835-860. ISSN 1469-7688

Tang, Y, Zhang, Q, Wen, Z, Bunn, D W and Nieto Martin, J (2022) Optimal analysis for facility configuration and energy management on electric light commercial vehicle charging. Energy, 246. ISSN 0360-5442

Kanamura, T and Bunn, D W (2022) Market Making and Electricity Price Formation in Japan. Energy Economics. ISSN 0140-9883 (In Press)

Zhang, Q, Tang, Y, Bunn, D W, Li, H and Li, Y (2021) Comparative evaluation and policy analysis for recycling retired EV batteries with different collection modes. Applied Energy, 303 (1). p. 117614. ISSN 0306-2619

Bunn, D W (2021) Observations on "Risk Transmission Across Supply Chains". Production and Operations Management, 30 (12). pp. 4588-4589. ISSN 1059-1478

Koolen, D, Bunn, D W and Ketter, W (2021) Renewable energy technologies and electricity forward market risks. Energy Journal, 42 (4). ISSN 0195-6574

Khastieva, D, Mohammadi, S, Hesamzadeh, M R and Bunn, D W (2021) Optimal transmission investment with regulated incentives based upon forward considerations of firm and intermittent resources with batteries. IEEE Transactions on Power Systems, 36 (5). pp. 4420-4434. ISSN 0885-8950

Bunn, D W and Kermer, S (2021) Statistical Arbitrage and Information Flow in an Electricity Balancing Market. Energy Journal, 42 (1). ISSN 0195-6574

Abramova, E and Bunn, D W (2021) Optimal Daily Trading of Battery Operations Using Arbitrage Spreads. Energies, 14 (16). e4931. ISSN 1996-1073

Puera, H and Bunn, D W (2021) Renewable power and electricity prices: the impact of forward markets. Management Science, 67 (8). pp. 4772-4788. ISSN 0025-1909

Bunn, D W, Inekwe, J N and MacGeehan, D (2021) Analysis of the fundamental predictability of prices in the British balancing market. IEEE Transactions on Power Systems, 36 (2). pp. 1309-1316. ISSN 0885-8950

Shinde, P, Hesamzadeh, M R, Date, P and Bunn, D W (2021) Optimal dispatch in a balancing market with intermittent renewable generation. IEEE Transactions on Power Systems, 36 (2). pp. 865-878. ISSN 0885-8950

Hickey, C, Bunn, D W, Deane, P, McInerney, C and O Gallachoir, B (2021) The variation in capacity remunerations requirements in European electricity markets. Energy Journal, 42 (2). pp. 135-164. ISSN 0195-6574

de Marcos, R A, Bunn, D W, Bello, A and Reneses, J (2020) Short-term electricity price forecasting with recurrent regimes and structural breaks. Energies, 13 (20). p. 5452. ISSN 1996-1073

Laur, A, Nieto-Martin, J, Bunn, D W and Vicente-Pastor, A (2020) Optimal procurement of flexibility services within electricity distribution networks. European Journal of Operational Research, 285 (1). pp. 34-47. ISSN 0377-2217

Bunn, D W and Abramova, E (2020) Forecasting the intra-day spread densities of electricity prices. Energies, 13 (3). p. 687. ISSN 1996-1073

Hesamzadeh, M R, Biggar, D R, Bunn, D W and Moiseeva, E (2020) The Impact of Generator Market Power on the Electricity Hedge Market. Energy Economics, 86 (104649). ISSN 0140-9883

Goodarzi, S, Niles Perera, H and Bunn, D W (2019) The impact of renewable energy forecast errors on imbalance volumes and electricity spot prices. Energy Policy, 134 (110827). ISSN 0301-4215

Avci, E, Bunn, D W, Ketter, W and van Heck, E (2019) Agent-level determinants of price expectation formation in online double-sided auctions. Decision Support Systems, 124. ISSN 0167-9236

McInerney, C and Bunn, D W (2019) Expansion of the investor base for the energy transition. Energy Policy, 129. pp. 1240-1244. ISSN 0301-4215

Vincente-Pastor, A, Nieto-Martin, J, Bunn, D W and Laur, A (2019) Evaluation of flexibility markets for retailer-DSO-TSO coordination. IEEE Transactions on Power Systems, 34 (3). pp. 2003-2012. ISSN 0885-8950

Bunn, D W, Redondo-Martin, J, Munoz-Hernandez, J I and Diaz-Cachinero, P (2019) Analysis of coal conversion to biomass as a transitional technology. Renewable Energy, 132. pp. 752-760. ISSN 0960-1481

Bunn, D W, Gianfreda, A and Kermer, S (2018) A trading-based evaluation of density forecasts in a real-time electricity market. Energies, 11 (10). p. 2658. ISSN 1996-1073

Gianfreda, A and Bunn, D W (2018) A Stochastic Latent Moment Model for Electricity Price Formation. Operations Research, 66 (5). pp. 1189-1203. ISSN 0030-364X

Bunn, D W, Chevallier, J, Le Pen, Y and Sevi, B (2017) Fundamental and financial influences on the co-movement of oil and gas prices. Energy Journal, 38 (2). ISSN 0195-6574

Bello, A, Reneses, J, Bunn, D W and Munoz, A (2017) Medium-term probabilistic forecasting of electricity prices: a hybrid approach. IEEE Transactions on Power Systems, 32 (1). pp. 334-343. ISSN 0885-8950

Bello, A, Bunn, D W, Reneses, J and Munoz, A (2016) Parametric density recalibration of a fundamental market model to forecast electricity prices. Energies, 9 (11). ISSN 1996-1073

McInerney, C and Bunn, D W (2016) Optimal over-installation of wind generation facilities. Energy Economics, 61. pp. 87-96. ISSN 0140-9883

Blyth, W, Bunn, D W, Chronopoulos, M and Munoz, J (2016) Systematic analysis of the evolution of electricity and carbon markets under deep decarbonisation. Journal of Energy Markets, 9 (3). pp. 59-94. ISSN 1756-3607

Carvalho Figueiredo, N, Pereira da Silva, P and Bunn, D W (2016) Weather and market specificities in the regional transmission of renewable energy price effects. Energy, 114 (1). pp. 188-200. ISSN 0360-5442

Hagfors, L I, Bunn, D W, Kristoffersen, E, Staver, T T and Westgaard, S (2016) Modeling the UK electricity price distributions using quantile regression. Energy, 102. pp. 231-243. ISSN 0360-5442

Bunn, D W and Oliveira, F S (2016) Dynamic capacity planning using strategic slack valuation. European Journal of Operational Research, 253 (1). pp. 40-50. ISSN 0377-2217

Bunn, D W, Lumbreras, S, Ramos, A and Chronopoulos, M (2016) Real options valuation applied to dynamic transmission expansion planning. Quantitative Finance, 16 (2). pp. 231-246. ISSN 1469-7688

Bunn, D W, Chen, D and Westgaard, S (2016) Analysis and forecasting of electricity price risks with quantile factor models. Energy Journal, 37 (1). pp. 101-122. ISSN 0195-6574

Peura, H and Bunn, D W (2015) Dynamic Pricing of Peak Production. Operations Research, 63 (6). pp. 1262-1279. ISSN 0030-364X

Kettunen, J and Bunn, D W (2015) Risk-induced resource dependency in capacity investments. European Journal of Operational Research, 250 (3). pp. 914-924. ISSN 0377-2217

Bunn, D W and Munoz, J (2015) Supporting the externality of intermittency in policies for renewable energy. Energy Policy, 88 (Jan). pp. 594-602. ISSN 0301-4215

Bunn, D W, Madlener, R and Wuerstmeyer, C (2015) A stakeholder analysis of divergent supply-chain trends for the European onshore and offshore wind installations. Energy Policy, 80. pp. 36-44. ISSN 0301-4215

Bunn, D W and Yusupov, T (2015) The progressive inefficiency of replacing renewable obligation certificates with contracts-for-differences in the UK electricity market. Energy Policy, 82 (July). pp. 298-309. ISSN 0301-4215

Bunn, D W, Koc, V and Sapio, S (2015) Resource externalities and the persistence of heterogeneous pricing behaviour in an energy commodity market. Energy Economics, 48 (March). pp. 265-275. ISSN 0140-9883

Bunn, D W and Chen, D (2014) The forecasting performance of a finite mixture regime-switching model for daily electricity prices. Journal of Forecasting, 33 (5). pp. 364-375. ISSN 0277-6693

Bunn, D W, Chronopoulos, M and Siddiqui, A (2014) Optionality and policymaking in re-transforming the British power market. Economics of Energy and Environmental Policy, 3 (2). pp. 79-100. ISSN 2160-5882

Bunn, D W, Nan, F, Bordignon, S and Lisi, F (2014) The forecasting accuracy of electricity price formation models. International Journal of Energy and Statistics, 2 (1). pp. 1-26. ISSN 2335-6804

Bunn, D W and Chen, D (2010) Analysis of the nonlinear response of electricity prices to fundamental and strategic factors. IEEE Transactions on Power Systems, 25 (2). pp. 595-606. ISSN 0885-8950

Bunn, D W, Kettunen, J and Salo, A (2010) Optimization of electricity retailers' contract portfolio subject to risk preferences. IEEE Transactions on Power Systems, 25 (1). pp. 117-128. ISSN 0885-8950

Bunn, D W and Day, C J (2009) Computational modelling of price formation in the electricity pool of England and Wales. Journal of Economic Dynamics and Control, 33 (2). pp. 363-376. ISSN 0165-1889

Bunn, D W and Oliveira, F S (2008) Modeling the impact of market interventions on the strategic evolution of electricity markets. Operations Research, 56 (5). pp. 1116-1130. ISSN 0030-364X

Book Section

Bunn, D W and Nieto-Martin, J (2020) The emergence of smart and flexible distribution systems. In: Transmission Network Investment in Liberalized Power Markets. Lecture Notes in Energy . Springer, Berlin, pp. 491-519. ISBN 9783030479282

Bunn, D W and McInerney, C (2015) Measuring the carbon delta in financial performance. In: Renewable energy finance: powering the future. Imperial College Press, London, pp. 195-221. ISBN 9781783267767

Conference proceeding

Vicente Pastor, A, Martin, J, Bunn, D W and Varga, L (2018) Design of local services markets for pricing DSO-TSO procurement coordination. [Conference proceeding]

Nieto-Martin, J and Bunn, D W (2018) Enabling automated transparency for the market participation of ESCOs with Blockchain. [Conference proceeding]