Blar i Brage NMBU på forfatter "Bogaard, Katinka"
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Performing price scenario analysis and stress testing using quantile regression: A case study of the Californian electricity market
Westgaard, Sjur; Fleten, Stein-Erik; Negash, Ahlmahz; Botterud, Audun; Bogaard, Katinka; Verling, Trude Haugsvær (Peer reviewed; Journal article, 2020)This paper uses quantile regression to demonstrate how electricity price distributions are linked to fundamental supply and demand variables. It investigates the California electricity market (zone SP15) for selected trading ...