Modelling day-ahead electricity prices

Juri Hinz

Applied Mathematical Finance, 2003, vol. 10, issue 2, 149-161

Abstract: A production-based approach is introduced to take into account different attitudes and liabilities of market participants to discuss the equilibrium day-ahead prices on electricity. Conditions ensuring the existence of the equilibrium are given and price distribution is considered. A discussion of reasons for high price volatility is given.

Keywords: day-ahead electricity prices; equilibrium pricing (search for similar items in EconPapers)
Date: 2003
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DOI: 10.1080/1350486032000130329

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