Power spot price models with negative prices

Power Prices – A Regime - Switching Spot / Forward Price Model

Spikes and Memory in (nord Pool) Electricity Price Spot Prices

www.stat.unipd.it/fare-ricerca/seminari DIPARTIMENTO DI SCIENZE STATISTICHE UNIVERSITÀ DEGLI STUDI DI PADOVA 2 SPIKES AND MEMORY IN (NORD POOL) ELECTRICITY PRICE SPOT PRICES TOMMASO PROIETTI FULL PROFESSOR OF ECONOMIC STATISTICS DEPARTMENT OF ECONOMICS AND FINANCE UNIVERSITY OF ROME “TOR VERGATA”

The 1mpact of Time on Models of Television Spot Prices

Allocation models for DMUs with negative data

The formulas of cost and allocative efficiencies of decision making units (DMUs) with positive data cannot be used for DMUs with negative data. On the other hand, these formulas are needed to analyze the productivity and performance of DMUs with negative data. To this end, this study introduces the cost and allocative efficiencies of DMUs with negative data and demonstrates that the introduc...

Do Flexible Durable Goods Prices Undermine Sticky Price Models?

The “neoclassical synthesis” sticky price model exhibits strange behavior when augmented with markets for durable goods with flexible prices. While in the data the output of durable goods responds strongly and positively to a loosening of monetary policy, in dynamic general equilibrium models a monetary expansion causes the output of flexibly priced durables to contract. In an instructive speci...