Items where Subject is "Electricity supply industry"

Article

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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)

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

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

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

Thesis

Bower, John (2001) Agent-based analysis of the sources of market power in deregulated electricity markets. Doctoral thesis, University of London: London Business School.

De Oliveira, Fernando (2003) Simulation of electricity markets using agent-based computational learning. Doctoral thesis, University of London: London Business School.