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Electricity price dependence in New York State zones: A robust detrended correlation approach

https://doi.org/10.1214/16-aoas1002
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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1016/b978-0-12-386983-8.00010-xopenalex-snapshot
Robust Regression
inferredcites →https://doi.org/10.1016/j.csda.2015.12.005openalex-snapshot
Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown
inferredcites →https://doi.org/10.1016/j.eneco.2011.11.011openalex-snapshot
Forecasting hourly electricity prices using ARMAX–GARCH models: An application to MISO hubs
inferredcites →https://doi.org/10.1016/j.eneco.2012.07.006openalex-snapshot
Why do electricity prices jump? Empirical evidence from the Nordic electricity market
inferredcites →https://doi.org/10.1016/j.eneco.2013.03.013openalex-snapshot
Identifying Spikes and Seasonal Components in Electricity Spot Price Data: A Guide to Robust Modeling
inferredcites →https://doi.org/10.1016/j.eneco.2013.04.004openalex-snapshot
Robust estimation and forecasting of the long-term seasonal component of electricity spot prices
inferredcites →https://doi.org/10.1016/j.energy.2014.01.059openalex-snapshot
Influence of wind power on hourly electricity prices and GHG (greenhouse gas) emissions: Evidence that congestion matters from Ontario zonal data
inferredcites →https://doi.org/10.1016/j.energy.2014.12.078openalex-snapshot
Assessing the value of power interconnections under climate and natural gas price risks
inferredcites →https://doi.org/10.1016/j.ijforecast.2008.09.008openalex-snapshot
Forecasting electricity prices: The impact of fundamentals and time-varying coefficients
inferredcites →https://doi.org/10.1016/j.ijforecast.2011.02.019openalex-snapshot
Forecasting spikes in electricity prices
inferredcites →https://doi.org/10.1016/j.jmva.2016.09.010openalex-snapshot
An equation-by-equation estimator of a multivariate log-GARCH-X model of financial returns
inferredcites →https://doi.org/10.1080/01621459.1985.10478177openalex-snapshot
Robust Estimators of Scale: Finite-Sample Performance in Long-Tailed Symmetric Distributions
inferredcites →https://doi.org/10.1086/500675openalex-snapshot
Understanding the Fine Structure of Electricity Prices*
inferredcites →https://doi.org/10.1093/biomet/69.1.47openalex-snapshot
Robust Estimates and Tests for the one- and two-Sample Scale Models
inferredcites →https://doi.org/10.1111/j.1467-9892.1994.tb00217.xopenalex-snapshot
ON THE SQUARED RESIDUAL AUTOCORRELATIONS IN NON‐LINEAR TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY
inferredcites →https://doi.org/10.1140/epjb/e2012-20697-xopenalex-snapshot
Exponential smoothing weighted correlations
inferredcites →https://doi.org/10.1186/1471-2105-9-559openalex-snapshot
WGCNA: an R package for weighted correlation network analysis
inferredcites →https://doi.org/10.1198/073500102288618487openalex-snapshot
Dynamic Conditional Correlation
inferredcites →https://doi.org/10.18637/jss.v046.i11openalex-snapshot
Fast R Functions for Robust Correlations and Hierarchical Clustering
inferredcites →https://doi.org/10.21314/jem.2012.082openalex-snapshot
A note on panel hourly electricity prices
inferredcites →https://doi.org/10.2307/1913610openalex-snapshot
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
inferredcites →https://doi.org/10.2307/2583667openalex-snapshot
Introduction to Algorithms
inferredcites →https://doi.org/10.32614/cran.package.weightedporttestopenalex-snapshot
WeightedPortTest: Weighted Portmanteau Tests for Time Series Goodness-of-Fit

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

inferred← citeshttps://doi.org/10.2139/ssrn.3088704openalex-extracted
Spikes and Memory in (Nord Pool) Electricity Price Spot Prices
inferred← citeshttps://doi.org/10.1002/9781119313472.refsopenalex-snapshot
References
inferred← citeshttps://doi.org/10.1002/asmb.2518openalex-snapshot
Deep learning for energy markets
inferred← citeshttps://doi.org/10.1002/ese3.1414openalex-snapshot
The impact of the El Niño phenomenon on electricity prices in hydrologic‐based production systems: A switching regime semi‐nonparametric approach
inferred← citeshttps://doi.org/10.1007/s10260-023-00736-8openalex-snapshot
Understanding relationships with the Aggregate Zonal Imbalance using copulas
inferred← citeshttps://doi.org/10.1016/j.eneco.2018.05.017openalex-snapshot
Equation-by-equation estimation of multivariate periodic electricity price volatility
inferred← citeshttps://doi.org/10.1016/j.eneco.2021.105506openalex-snapshot
An Analysis of Electricity Congestion Price Patterns in North America
inferred← citeshttps://doi.org/10.1016/j.enpol.2019.111091openalex-snapshot
Uncertainty in Electricity Markets from a Seminonparametric Approach
inferred← citeshttps://doi.org/10.1016/j.ins.2022.01.003openalex-snapshot
A multivariate dependence analysis for electricity prices, demand and renewable energy sources
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