Derek W. Bunn

London Business School

Professor

Sussex Place

Regent's Park

London NW1 4SA

United Kingdom

  • London Business School

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    • Tel: 0207 000 8000
SCHOLARLY PAPERS

21

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9

CROSSREF CITATIONS

101

Scholarly Papers (21)

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1.

Interaction of European Carbon Trading and Energy Prices

FEEM Working Paper No. 63.2007
Number of pages: 23 Posted: 15 Jun 2007 Last Revised: 26 May 2014
Derek W. Bunn and Carlo Fezzi
London Business School and University of East Anglia (UEA) - School of Environmental Sciences
Downloads 2,025 (10,742)
Citation 72

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Carbon Emission Trading, Energy Markets, Structural VECM

2.

Renewable Power and Electricity Prices: The Impact of Forward Markets

Number of pages: 38 Posted: 29 Feb 2016 Last Revised: 09 Mar 2022
Heikki Peura and Derek W. Bunn
Imperial College Business School and London Business School
Downloads 241 (173,346)

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Forward trading, Cournot competition, Electricity markets, Renewable energy

3.

Dynamic Pricing of Peak Production

Number of pages: 56 Posted: 21 Aug 2015 Last Revised: 11 Oct 2015
Heikki Peura and Derek W. Bunn
Imperial College Business School and London Business School
Downloads 176 (231,026)

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electricity industry, price competition, financial targets

4.

Structural Analysis of High Frequency Electricity Demand and Supply Interactions

Number of pages: 35 Posted: 21 Aug 2008
Carlo Fezzi and Derek W. Bunn
University of East Anglia (UEA) - School of Environmental Sciences and London Business School
Downloads 166 (242,713)
Citation 1

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Electricity Markets, Demand Elasticity, Simultaneous Equations, Asymmetric Vector Error-Correction

5.

Statistical Arbitrage and Information Flow in an Electricity Balancing Market

Number of pages: 31 Posted: 22 Jan 2018
Derek W. Bunn and Stefan Kermer
London Business School and Vienna University of Technology
Downloads 163 (246,385)
Citation 2

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Electricity, Real-time Markets, Trading, Forecasting, Statistical Arbitrage

6.

Determinants of the Premium in Forward Contracts

Number of pages: 29 Posted: 21 Mar 2011
Christian Redl and Derek W. Bunn
Vienna University of Technology and London Business School
Downloads 156 (255,647)
Citation 8

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Electricity, prices, risk, forward contracting, market power, spillover

7.

Estimation and Application of Fully Parametric Multifactor Quantile Regression with Dynamic Coefficients

University of St. Gallen, School of Finance Research Paper No. 2016/07
Number of pages: 28 Posted: 04 Mar 2016
Florentina Paraschiv, Derek W. Bunn and Sjur Westgaard
Zeppelin University, Chair of Finance, London Business School and Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology
Downloads 144 (272,726)

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Quantile Regression, Dynamic Coefficients, Parametric Estimation, Electricity Prices

8.

Incentives and Coordination in Vertically Related Energy Markets

WZB-Markets and Politics Working Paper No. SP II 2006-02
Number of pages: 26 Posted: 02 Feb 2006
Augusto Rupérez Micola, Albert Banal-Estañol, Albert Banal-Estañol and Derek W. Bunn
Universitat Pompeu Fabra, City University London - Department of EconomicsUniversitat Pompeu Fabra - Department of Economics and Business (DEB) and London Business School
Downloads 121 (311,110)
Citation 3

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Agent-based modeling, energy markets, reward interdependence

9.

The Forecasting Accuracy of Electricity Price Formation Models

University of Padua Department of Statistical Sciences Working Paper No. 4
Number of pages: 33 Posted: 14 May 2010
Fany Nan, Fany Nan, Silvano Bordignon, Derek W. Bunn and Francesco Lisi
University of Padua - Department of Statistical SciencesUniversity of Verona - Department of Economics, University of Padua - Department of Statistical Sciences, London Business School and University of Padua - Department of Statistical Sciences
Downloads 108 (336,804)

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Forecasting, Electricity, Prices, ARMAX, Regime-Switching, Time-Varying Parameters, Accuracy

10.

Bridging the Gap between Onshore and Offshore Innovations by the European Wind Power Supply Industry: A Survey-Based Analysis

FCN Working Paper No. 19/2012
Number of pages: 66 Posted: 28 Mar 2013
Christoph Wüstemeyer, Derek W. Bunn and Reinhard Madlener
Massachusetts Institute of Technology (MIT), London Business School and RWTH Aachen University
Downloads 80 (406,192)
Citation 49

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Wind power, supply chain, technology adoption, experience curve, learning, United Kingdom

11.

A Stochastic Latent Moment Model for Electricity Price Formation

Number of pages: 68 Posted: 19 Sep 2017 Last Revised: 05 Oct 2017
Angelica Gianfreda and Derek W. Bunn
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Dipartimento di Economia Marco Biagi di Modena and London Business School
Downloads 79 (409,142)
Citation 2

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Electricity Prices, Density Estimation, Skewness, Quantiles, Risk

12.

Optimal Oversizing of Wind Generation Facilities

Number of pages: 41 Posted: 12 Mar 2015
Celine M. McInerney and Derek W. Bunn
University College Cork and London Business School
Downloads 79 (409,142)
Citation 1

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Capacity investment, wind power generation, electricity markets, power system economics, risk, agent-based simulation

13.

Systematic Analysis of the Evolution of Electricity and Carbon Markets Under Deep Decarbonisation

NHH Dept. of Business and Management Science Discussion Paper No. 2014/39
Number of pages: 36 Posted: 13 Dec 2014
William Blyth, Derek W. Bunn, Michail Chronopoulos, Michail Chronopoulos and José Muñoz
Chatham House, London Business School, City University London - Sir John Cass Business SchoolNorwegian School of Economics (NHH) - Department of Business and Management Science and University of Castilla-La Mancha
Downloads 62 (465,380)

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Carbon Trading, Electricity Markets, Risk, Investment, Market Power

14.

Sustainable Power Purchase Contracts for Local Industries from Floating Solar & Pumped Hydro Integration

Number of pages: 23 Posted: 03 Jul 2021
Hari Raghavendran, Derek W. Bunn and P. Srinivasan
Birla Institute of Technology & Science (BITS), Pilani, London Business School and Birla Institute of Technology & Science (BITS), Pilani
Downloads 58 (480,638)

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15.

Optimal Investment by Large Consumers in an Electricity Market with Generator Market Power

Number of pages: 49 Posted: 21 Aug 2021
Pranjal Verma, Mohammad Reza Hesamzadeh, Steffen Rebennack, Derek W. Bunn, K.Shanti Swarup and Dipti Srinivasan
Indian Institute of Technology Madras, KTH Royal Institute of Technology, affiliation not provided to SSRN, London Business School, Indian Institute of Technology Madras and National University of Singapore
Downloads 51 (508,840)

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Electricity Markets, Demand Investment, Bayesian Nash Equilibrium

16.

Estimating Dynamic Conditional Spread Densities to Optimise Daily Storage Trading of Electricity

Number of pages: 59 Posted: 02 Apr 2019
Ekaterina Abramova and Derek W. Bunn
London Business School and London Business School
Downloads 37 (575,537)
Citation 1

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Electricity, Spreads, Forecasting, GAMLSS

17.

Optimal Analysis for Facility Configuration and Energy Management on Electric Light Commercial Vehicle Charging

Number of pages: 37 Posted: 15 Sep 2021
Yanyan Tang, Qi Zhang, Zongguo Wen, Derek W. Bunn and Jesus Nieto-Martin
Tsinghua University, China University of Petroleum, Beijng - Academy of Chinese Energy Strategy, Tsinghua University - School of Environment, London Business School and London Business School
Downloads 27 (634,488)

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Electric vans, Public charging station, Investment viability, Business models

18.

Optimal Daily Trading of Battery Operations Using Arbitrage Spreads

Energies 2021, 14, 4931
Number of pages: 23 Posted: 27 Dec 2021
Ekaterina Abramova and Derek W. Bunn
London Business School and London Business School
Downloads 9 (775,848)

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electricity, batteries, spreads, trading

19.

Structural Analysis of Electricity Demand and Supply Interactions

Oxford Bulletin of Economics and Statistics, Vol. 72, No. 6, pp. 827-856, December 2010
Number of pages: 30 Posted: 22 Nov 2010
Carlo Fezzi and Derek W. Bunn
University of East Anglia (UEA) - School of Environmental Sciences and London Business School
Downloads 2 (844,022)

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20.

Systematic Analysis of the Evolution of Electricity and Carbon Markets Under Deep Decarbonization

Journal of Energy Markets, Vol. 9, No. 3, 2016
Number of pages: 36 Posted: 03 Sep 2016
William Blyth, Derek W. Bunn, Michail Chronopoulos, Michail Chronopoulos and José Muñoz
Chatham House, London Business School, City University London - Sir John Cass Business SchoolNorwegian School of Economics (NHH) - Department of Business and Management Science and University of Castilla-La Mancha
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carbon trading, electricity markets, risk, investment, market power

21.

Integration and Shock Transmissions across European Electricity Forward Markets

Energy Economics, Vol. 32, No. 2, 2010
Posted: 12 Dec 2012
Angelica Gianfreda and Derek W. Bunn
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Dipartimento di Economia Marco Biagi di Modena and London Business School

Abstract:

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Electricity, Forward prices, Efficiency, Integration, Volatility, Shock transmissions