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Designing for Digital Mediation of the Volatile Electricity Prices in the European Energy Crisis: An Action Design Research Study

• Authors : Jensen, Victor Vadmand; Christensen, Emmelie; Christiansen, Ida

• Source: Jensen, V V, Christensen, E, Christiansen, I, Pham, K T, Hansen, N B & Persson, J S 2025, 'Designing for Digital Mediation of the Volatile Electricity

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A regime-switching stochastic volatility model for forecasting electricity prices

• Authors : Exterkate, Peter; Knapik, Oskar

Subjects: Electricity prices; density forecasting; Markov switching

• Source: Exterkate, P & Knapik, O 2017 'A regime-switching stochastic volatility model for forecasting electricity prices' CREATES Research Paper,

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Essays on econometric modelling and forecasting of electricity prices

• Authors : Knapik, Oskar

• Source: Knapik, O 2017, Essays on econometric modelling and forecasting of electricity prices. ECON PhD Dissertations, no. 2017-4, Institut for

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A generalized exponential time series regression model for electricity prices

• Authors : Haldrup, Niels; Knapik, Oskar; Proietti, Tomasso

Subjects: Robust estimation; long-memory; seasonality

• Source: Haldrup, N, Knapik, O & Proietti, T 2016 'A generalized exponential time series regression model for electricity prices' CREATES Research

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Wavelet estimation for factor models with time-varying loadings

• Authors : Cataño, Duván Humberto; Rodríguez-Caballero, Carlos Vladimir; Peña, Daniel

Subjects: electricity prices and loads; Factor models; generalized least squares

• Source: Cataño, D H, Rodríguez-Caballero, C V, Peña, D & Chiann, C 2022, 'Wavelet estimation for factor models with time-varying loadings', International Journal of Wavelets, Multiresolution and

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How energy innovation in indoor vertical farming can improve food security, sustainability, and food safety?

• Authors : Avgoustaki, Dafni Despoina; Xydis, Georgios

Subjects: Electricity prices; Energy innovation; Hydroponic systems

• Source: Avgoustaki, D D & Xydis, G 2020, How energy innovation in indoor vertical farming can improve food security, sustainability, and food safety? i Advances in Food Security and Sustainability. bind 5,

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Wavelet Estimation for Dynamic Factor Models with Time-Varying Loadings

• Authors : Humberto Cataño, Duván; Rodríguez-Caballero, Carlos Vladimir; Peña, Daniel

Subjects: Factor models; Wavelet functions; Generalized least squares

• Source: Humberto Cataño, D, Rodríguez-Caballero, C V & Peña, D 2019 'Wavelet Estimation for Dynamic Factor Models with Time-Varying Loadings' CREATES Research Paper, no. 2019-23, Institut for Økonomi,

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Modeling and forecasting electricity price jumps in the Nord Pool power market

• Authors : Knapik, Oskar

Subjects: autoregressive order probit model; categorical time series; seasonality

• Source: Knapik, O 2017 'Modeling and forecasting electricity price jumps in the Nord Pool power market' CREATES Research Paper, no. 2017-07, Institut for Økonomi, Aarhus

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A rough multi-factor model of electricity spot prices

• Authors : Bennedsen, Mikkel

Subjects: Energy markets; Electricity prices; Roughness

• Source: Bennedsen, M 2017, 'A rough multi-factor model of electricity spot prices', Energy Economics, vol. 63, pp. 301-313.

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A Dynamic Multi-Level Factor Model with Long-Range Dependence

• Authors : Ergemen, Yunus Emre; Rodríguez-Caballero, Carlos Vladimir

Subjects: Multi-level factor; long memory; fractional cointegration

• Source: Ergemen, Y E & Rodríguez-Caballero, C V 2016 'A Dynamic Multi-Level Factor Model with Long-Range Dependence' CREATES Research Paper, no. 2016-23, Institut for Økonomi, Aarhus Universitet, Aarhus.

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