Derek W. Bunn

London Business School

Professor

Sussex Place

Regent's Park

London NW1 4SA

United Kingdom

SCHOLARLY PAPERS

17

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3,125

SSRN CITATIONS
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Top 9,923

in Total Papers Citations

8

CROSSREF CITATIONS

101

Scholarly Papers (17)

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 1,733 (10,098)
Citation 70

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Carbon Emission Trading, Energy Markets, Structural VECM

2.

Strategic Forward Trading and Technology

Number of pages: 51 Posted: 29 Feb 2016 Last Revised: 16 Nov 2018
Heikki Peura and Derek W. Bunn
Imperial College Business School and London Business School
Downloads 197 (165,326)

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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 161 (197,556)

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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 153 (206,196)
Citation 1

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

5.

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 143 (217,904)
Citation 7

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

6.

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
Norwegian University of Science and Technology, Faculty of Economics and Management, NTNU Business School, London Business School and Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology
Downloads 124 (243,452)

Abstract:

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Quantile Regression, Dynamic Coefficients, Parametric Estimation, Electricity Prices

7.

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 119 (251,114)
Citation 1

Abstract:

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

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
Universitat Pompeu Fabra, Universitat Pompeu Fabra - Department of Economics and Business (DEB) and London Business School
Downloads 118 (252,658)
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
University of Verona - Department of Economics, University of Padova - Department of Statistical Sciences, London Business School and University of Padua - Department of Statistical Sciences
Downloads 104 (276,246)

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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
Massachusetts Institute of Technology (MIT), London Business School and RWTH Aachen University
Downloads 76 (336,140)
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 62 (374,977)
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 54 (400,762)

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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
Chatham House, London Business School, City University London - Sir John Cass Business School and University of Castilla-La Mancha
Downloads 54 (400,762)

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

14.

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 25 (526,598)
Citation 1

Abstract:

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Electricity, Spreads, Forecasting, GAMLSS

15.

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 (681,165)
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16.

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
Chatham House, London Business School, City University London - Sir John Cass Business School and University of Castilla-La Mancha
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carbon trading, electricity markets, risk, investment, market power

17.

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