Carlo Lucheroni

University of Camerino

School of Sciences and Technologies

via Madonna delle Carceri 9

Camerino (MC), 62032

Italy

SCHOLARLY PAPERS

6

DOWNLOADS

277

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (6)

1.

Stochastic Models for Spikes and Antispikes in Electricity Prices

Number of pages: 12 Posted: 18 May 2011
Carlo Lucheroni
University of Camerino
Downloads 96 (337,291)
Citation 1

Abstract:

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Stochastic processes, time series analysis, power system

2.

A Hybrid SETARX Model for Spikes in Electricity Prices and its Calibration

Number of pages: 11 Posted: 12 May 2011
Carlo Lucheroni
University of Camerino
Downloads 45 (499,569)
Citation 1

Abstract:

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Stochastic processes, time series analysis, power system

3.

A Resonating Model for the Power Market and its Calibration

Number of pages: 4 Posted: 24 May 2011
Carlo Lucheroni
University of Camerino
Downloads 42 (513,045)
Citation 3

Abstract:

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stochastic processes, time series analysis, power markets

4.

Stochastic Models of Resonating Markets

Number of pages: 16 Posted: 24 May 2011
Carlo Lucheroni
University of Camerino
Downloads 37 (537,184)

Abstract:

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Stochastic processes, Power markets, Seasonality, Mean-reversion

5.

Resonating Models for the Electric Power Market

Number of pages: 14 Posted: 23 May 2011
Carlo Lucheroni
University of Camerino
Downloads 32 (563,748)
Citation 1

Abstract:

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Stochastic Processes, Power Markets

6.

Tarx Models for Spikes and Antispikes in Electricity Markets

Number of pages: 6 Posted: 26 May 2011
Carlo Lucheroni
University of Camerino
Downloads 25 (606,244)

Abstract:

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stochastic processes, time series analysis, power system economics