Sökning: "David Grünler"

Hittade 1 uppsats innehållade orden David Grünler.

  1. 1. Varying Winds: A Study of the Effect of Wind Power Production on Electricity Price Volatility in Southern Sweden

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Författare :David Grünler; Hilla Inkinen; [2018]
    Nyckelord :Wind Power; Renewable Resources; ; Electricity Market; Time Series Analysis; Price Volatility;

    Sammanfattning : Using an autoregressive time series framework, we exploit exogenous changes in forecasted wind power production to estimate the effect of temporarily increased production on electricity price volatility. Analyzing data of hourly day-ahead electricity prices and hourly forecasted wind power production in the south of Sweden from 2015 to 2018, we find that a temporary increase in the daily average level of wind power production is associated with decreased daily average volatility. LÄS MER