Statistical modeling in electricity and related markets
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- Matematisk institutt [3734]
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Paper I: Løland, Anders; Dimakos, Xeni K. Modeling Nord Pool's NO1 area price. Journal of Energy Markets, 2010, Vol. 3, Number 1, pp. 73-92. The paper is removed from the thesis in DUO due to publisher restrictions. |
Paper II: Løland, Anders; Ferkingstad, Egil; Wilhelmsen, Mathilde. Forecasting transmission congestion. Journal of Energy Markets, 2012, Vol. 5, Number 3, pp. 65-83. The paper is removed from the thesis in DUO due to publisher restrictions. |
Paper III: Ferkingstad, Egil; Løland, Anders; Wilhelmsen, Mathilde. Causal modeling and inference for electricity markets. Energy Economics, 2011, Vol. 33, Issue 3, pp. 404-412. The paper is removed from the thesis in DUO due to publisher restrictions. The published version is available at: https://doi.org/10.1016/j.eneco.2010.10.006 |
Paper IV: Frigessi, Arnoldo; Løland, Anders; Pievatolo, Antonio; Ruggeri, Fabrizio. Statistical rehabilitation of improper correlation matrices. Quantitative Finance, 2011, Vol. 11, Issue 7, pp. 1081-1090. The paper is removed from the thesis in DUO due to publisher restrictions. The published version is available at: https://doi.org/10.1080/14697680903390118 |
Paper V: Løland, Anders; Huseby, Ragnar Bang; Hjort, Nils Lid; Frigessi, Arnoldo. Statistical corrections of invalid correlation matrices. Scandinavian Journal of Statistics. Early View, article first published online: 3 SEP 2013. The paper is removed from the thesis in DUO due to publisher restrictions. The published version is available at: https://doi.org/10.1111/sjos.12035 |
Paper VI: Hobæk Haff, Ingrid; Lindqvist, Ola; Løland, Anders. Risk premium in the UK natural gas forward market. Energy Economics, 2008, Vol. 30, Issue 5, pp. 2420-2440. The paper is removed from the thesis in DUO due to publisher restrictions. The published version is available at: https://doi.org/10.1016/j.eneco.2007.12.002 |
Paper VII: Holden, Lars; Løland, Anders; Lindqvist, Ola. Valuation of long term, flexible gas contracts. Journal of Derivatives, 2011, Vol. 18, Number 3, pp. 75-85. The paper is removed from the thesis in DUO due to publisher restrictions. The published version is available at: https://doi.org/10.3905/jod.2011.18.3.075 |