Browsing Norges Handelshøyskole by Subject "GARCH-in-Mean model"
Now showing items 1-3 of 3
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Electricity Prices, Large-Scale Renewable Integration, and Policy Implications
(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 ... -
Energy Markets in Transition: Renewables, Bounds and Uncertainty An Econometric Approach
(Doctoral thesis, 2018-05) -
Oil Prices and the Renewable Energy Sector
(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 ...