Mehtap Kilic

Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)

P.O. Box 1738

3000 DR Rotterdam, NL 3062 PA

Netherlands

SCHOLARLY PAPERS

4

DOWNLOADS

492

SSRN CITATIONS
Rank 32,545

SSRN RANKINGS

Top 32,545

in Total Papers Citations

3

CROSSREF CITATIONS

23

Scholarly Papers (4)

1.

Electricity Futures Prices: Time Varying Sensitivity to Fundamentals

Journal of Energy Markets, 2015, IEB Working Paper N. 2014/21
Number of pages: 29 Posted: 25 Jul 2014
Norwegian University of Science and Technology (NTNU), Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology
Downloads 189 (200,460)
Citation 24

Abstract:

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electricity futures prices, prices of fossil fuels, time-varying coefficients, statespace model

2.

Is Power Production Flexibility a Substitute for Storability? Evidence from Electricity Futures Prices

Tinbergen Institute Discussion Paper No. 10-070/2
Number of pages: 16 Posted: 21 Jul 2010
Mehtap Kilic and Ronald Huisman
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 180 (209,208)
Citation 1

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Electricity, Futures Prices, Forward Risk Premium, Theory of Storage, Expectations Theory

The Stabilizing Effect of Hydro Reservoir Levels on Intraday Power Prices Under Wind Forecast Errors

IEB Working Paper N. 2014/30
Number of pages: 24 Posted: 09 Dec 2014
Mehtap Kilic and Elisa Trujillo-Baute
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and University of Warwick
Downloads 37 (549,274)
Citation 1

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Electricity, intraday prices, wind forecast error, Markov-switching models

The Stabilizing Effect of Hydro Reservoir Levels on Intraday Power Prices Under Wind Forecast Errors

Number of pages: 16 Posted: 23 Sep 2014
Mehtap Kilic and Elisa Trujillo-Baute
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and University of Warwick
Downloads 34 (566,189)
Citation 1

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electricity; intraday prices; wind forecast error; Markov-switching models

4.

Time Variation in European Carbon Pass-Through Rates in Electricity Futures Prices

Number of pages: 20 Posted: 23 Sep 2014
Ronald Huisman and Mehtap Kilic
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 52 (470,035)

Abstract:

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emission rights; pass-through rates; Kalman Filter; electricity futures prices