Using quantile regression to analyze the effect of renewables on EEX price formation
This paper develops fundamental quantile regression models for the German electricity market. The main focus of this work is to analyze the impact of renewable energies, wind and photovoltaic, on the formation of day-ahead electricity prices for all trading periods in the EEX. We find that the renew...
| Main Authors: | , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
EDP Sciences
2016-01-01
|
| Series: | Renewable Energy and Environmental Sustainability |
| Online Access: | https://www.rees-journal.org/articles/rees/full_html/2016/01/rees160036-s/rees160036-s.html |