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Publications by Alice Guerini

McMc Calibration of Spot‐prices Models in Electricity Markets

Applied Stochastic Models in Business and Industry

Management Science

Operations Research

English

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The Relationship Between Spot and Forward Prices in Electricity Markets

English

Forecasting Spot Electricity Market Prices Using Time Series Models

English

Transmission of Prices and Price Volatility in Australian Electricity Spot Markets: A Multivariate GARCH Analysis

Energy Economics

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Electricity Prices and Generator Behaviour in Gross Pool Electricity Markets

English

Econometric Analysis of Australian Emissions Markets and Electricity Prices

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Electricity, Fuel & Carbon Allowance Spot Prices: The Case of Germany

SSRN Electronic Journal

English

McMc Bayesian Spatial Filtering for Hedonic Models in Real Estate Markets

Spatial Statistics

Computers in Earth Sciences

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Markets Design, Bidding Rules, and Long Memory in Electricity Prices

Revue d'Economie Industrielle

Industrial Relations

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Forecasting Electricity Spot Market Prices With a K-Factor GIGARCH Process

Mechanical Engineering

Energy Engineering

Fuel Technology

Structural Engineering

Power Technology

English