Christian Pape

University of Duisburg-Essen - University of Duisburg-Essen, Students

PhD Student

Germany

SCHOLARLY PAPERS

5

DOWNLOADS

130

CITATIONS

0

Scholarly Papers (5)

1.

Modelling German Electricity Wholesale Spot Prices with a Parsimonious Fundamental Model – Validation & Application

HEMF WOrking Paper No. 01/2018
Number of pages: 37 Posted: 06 Feb 2018 Last Revised: 17 Apr 2018
Philip Beran, Christian Pape and Christoph Weber
University of Duisburg-Essen, University of Duisburg-Essen - University of Duisburg-Essen, Students and University of Duisburg-Essen
Downloads 60 (348,829)

Abstract:

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Electricity markets, Fundamental modelling, Nuclear phase-out

2.

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
Christian Pape, Arne Vogler, Oliver Woll and Christoph Weber
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 49 (382,916)

Abstract:

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

3.

The Impact of Intraday Markets on the Market Value of Flexibility–Decomposing Effects on Profile and the Imbalance Costs

HEMF Working Paper No. 11/2017
Number of pages: 29 Posted: 03 Jan 2018
Christian Pape
University of Duisburg-Essen - University of Duisburg-Essen, Students
Downloads 21 (504,040)

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intraday markets, imbalance mechanism, market value, renewable energy

4.

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

Abstract:

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

5.

The Plunge in German Electricity Futures Prices – Analysis Using a Parsimonious Fundamental Model

Energy Policy, Volume 95, August 2016, Pages 280-290, Forthcoming
Posted: 29 May 2015 Last Revised: 18 May 2016
Thomas Kallabis, Christian Pape and Christoph Weber
University of Duisburg-Essen, University of Duisburg-Essen - University of Duisburg-Essen, Students and University of Duisburg-Essen

Abstract:

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Futures Prices, Bid Stack, Fundamental Factors, German Electricity Market, Price Modeling, Efficient Markets, Market Expectations, Piecewise Linear Function, Investment Decision