Items where Author is "Bunn, D W"

Article
Lopez, A and Bunn, D W
(2025)
Buildings as batteries.
Energy Journal, 46 (1).
pp. 67-92.
ISSN 0195-6574
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
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]