Items where Subject is "Market forecasting"

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Number of items at this level: 10.

B

Bond, P and Dow, J (2021) Failing to forecast rare events. Journal of Financial Economics, 142 (3). pp. 1001-1016. ISSN 0304-405X

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

Bunn, D W, Damien, P and Lima, L M (2022) Bayesian Predictive Distributions for Imbalance Prices with Time-varying Factor Impacts. IEEE Transactions on Power Systems. ISSN 0885-8950 (In Press) OPEN ACCESS

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 OPEN ACCESS

C

Chemla, G and Hennessy, C (2021) Equilibrium Counterfactuals. International Economic Review, 62 (2). pp. 639-669. ISSN 0020-6598 OPEN ACCESS

D

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 OPEN ACCESS

G

Gao, R, Shivakumar, L and Sidhu, B K (2018) Exchange-sponsored analyst coverage. Contemporary Accounting Research, 35 (2). pp. 734-766. ISSN 0823-9150 OPEN ACCESS

Giannone, D, Monti, F and Reichlin, L (2016) Exploiting the monthly data flow in structural forecasting. Journal of Monetary Economics, 84. pp. 201-215. ISSN 0304-3932 OPEN ACCESS

H

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 OPEN ACCESS

M

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 OPEN ACCESS

This list was generated on Wed Sep 28 01:04:38 2022 BST.