Oliver Woll

ZEW – Leibniz Centre for European Economic Research - Competition and Regulation Research Group

L7,1

Mannheim, 68161

Germany

SCHOLARLY PAPERS

9

DOWNLOADS

352

SSRN CITATIONS

1

CROSSREF CITATIONS

4

Scholarly Papers (9)

1.

Gas Storage Valuation Under Limited Market Liquidity: An Application in Germany

Number of pages: 24 Posted: 13 Aug 2010
Bastian Felix, Oliver Woll and Christoph Weber
Chair for Management Science and Energy Economics, ZEW – Leibniz Centre for European Economic Research - Competition and Regulation Research Group and University of Duisburg-Essen
Downloads 96 (285,297)

Abstract:

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natural gas valuation, limited liquidity

2.

Portfolio Optimization in Electricity Trading with Limited Liquidity

EWL Working Paper No. 2
Number of pages: 20 Posted: 12 Aug 2010
Oliver Woll and Christoph Weber
ZEW – Leibniz Centre for European Economic Research - Competition and Regulation Research Group and University of Duisburg-Essen
Downloads 87 (303,625)
Citation 2

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Optimization, Electricity, Liquidity, Electricity Trading, Mean‐Variance‐Model

3.

Forecasting the Distributions of Hourly Electricity Spot Prices - Accounting for Serial Correlation Patterns and Non-Normality of Price Distributions

HEMF Working Paper No. 05/2017
Number of pages: 30 Posted: 14 Jul 2017
University of Duisburg-Essen - University of Duisburg-Essen, Students, University of Duisburg-Essen, ZEW – Leibniz Centre for European Economic Research - Competition and Regulation Research Group and University of Duisburg-Essen
Downloads 60 (373,427)
Citation 1

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Distribution forecasts, Electricity, Price forecasting, Panel data, Statistical tests

4.

Mean-Risk Hedging Strategies in Electricity Markets with Limited Liquidity

ZEW - Centre for European Economic Research Discussion Paper No. 15-056
Number of pages: 30 Posted: 19 Aug 2015
Oliver Woll
ZEW – Leibniz Centre for European Economic Research - Competition and Regulation Research Group
Downloads 36 (461,073)
Citation 1

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optimization; electricity; liquidity; electricity trading; mean; risk; model

5.

Sharing Is Not Caring: Backward Integration of Consumers

ZEW - Centre for European Economic Research Discussion Paper No. 18-006
Number of pages: 50 Posted: 16 Feb 2018
University of Vienna, Faculty of Business, Economics, and Statistics, Institute of Business Administration, Department of Economics, Students, ZEW – Leibniz Centre for European Economic Research - Competition and Regulation Research Group and ZEW – Leibniz Centre for European Economic Research
Downloads 30 (489,055)

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Active Prosumer, Capacity Withholding, Self-Supply, Vertical Integration, Consumer Production, Market Participation Cost

Search and Equilibrium Prices: Theory and Evidence from Retail Diesel

ZEW - Centre for European Economic Research Discussion Paper No. 19-018
Number of pages: 30 Posted: 23 May 2019
New York University (NYU) - Leonard N. Stern School of Business - Department of Economics, ZEW – Leibniz Centre for European Economic Research and ZEW – Leibniz Centre for European Economic Research - Competition and Regulation Research Group
Downloads 22 (551,475)
Citation 1

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Collusion, Cartelization, Fuel Retailing, Search, Competitive Intensity

Search and Equilibrium Prices: Theory and Evidence from Retail Diesel

CEPR Discussion Paper No. DP12813
Number of pages: 26 Posted: 26 Mar 2018
New York University (NYU) - Leonard N. Stern School of Business - Department of Economics, ZEW – Leibniz Centre for European Economic Research and ZEW – Leibniz Centre for European Economic Research - Competition and Regulation Research Group
Downloads 1 (714,272)
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7.

Disentangling Irregular Cycles in Economic Time Series

ZEW - Centre for European Economic Research Discussion Paper No. 15-067
Number of pages: 51 Posted: 23 Sep 2015
Dominik Schober and Oliver Woll
ZEW – Leibniz Centre for European Economic Research and ZEW – Leibniz Centre for European Economic Research - Competition and Regulation Research Group
Downloads 20 (546,051)

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structural breaks, cluster analysis, filter, rolling regression, change points, model selection, cycles, economic dynamics

8.

Estimating the Value of Flexibility from Real Options: On the Accuracy of Hybrid Electricity Price Models

HEMF Working Paper No. 04/2018
Posted: 15 Aug 2018
Christoph Weber, Christian Pape and Oliver Woll
University of Duisburg-Essen, University of Duisburg-Essen - University of Duisburg-Essen, Students and ZEW – Leibniz Centre for European Economic Research - Competition and Regulation Research Group

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Electricity Price Forecasting, Futures Market, Hedging, Real Option, Stochastic Optimization, Valuation

9.

Modeling the Impact of Different Permit Allocation Rules on Optimal Power Plant Portfolios

Posted: 12 Aug 2010
Philip Vogel, Oliver Woll and Christoph Weber
affiliation not provided to SSRN, ZEW – Leibniz Centre for European Economic Research - Competition and Regulation Research Group and University of Duisburg-Essen

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Climate Protection, Security of Supply, Emission Trading, Allocation of Emission Permits, Electricity Markets, Power Plant Portfolio

Other Papers (1)

Total Downloads: 64
1.

Merit-Order-Effekte Von Erneuerbaren Energien – Zu Schön Um Wahr Zu Sein?

EWL Working Paper No. 01/07
Number of pages: 11 Posted: 11 Aug 2010
Oliver Woll and Christoph Weber
ZEW – Leibniz Centre for European Economic Research - Competition and Regulation Research Group and University of Duisburg-Essen
Downloads 64

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