Blar i Discussion papers (FOR) på emneord "GARCH-in-Mean model"

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    • Electricity Prices, Large-Scale Renewable Integration, and Policy Implications 

      Kyritsis, Evangelos; Andersson, Jonas; Serletis, Apostolos (Discussion paper;18/16, Working paper, 2016-11-22)
      This paper investigates the effects of intermittent solar and wind power generation on electricity price formation in Germany. We use daily data from 2010 to 2015, a period with profound modifications in the German electricity ...

    • Oil Prices and the Renewable Energy Sector 

      Kyritsis, Evangelos; Serletis, Apostolos (Discussion paper;15/17, Working paper, 2017-11-14)
      Energy security, climate change, and growing energy demand issues are moving up on the global political agenda, and contribute to the rapid growth of the renewable energy sector. In this paper we investigate the effects ...