Energy Markets
Energy Markets Group
The Energy Markets Group (EMG) is a research programme at London Business School that began in 1986. The group has developed a world-wide reputation for the use of agent-based simulation techniques and structural econometrics in the modelling of power prices.
To complement strategic insight at the company level, policy and industry-wide studies are also undertaken. The group has provided evidence to official inquiries related to the reform of the England and Wales electricity pool, the interaction of gas and electricity markets, and market power.
For additional information on the EMG see: http://www.london.edu/energymarketsgroup.html
Recent Energy Markets Group working papers
Structural Analysis of High Frequency Electricity Demand and Supply Interactions
Fezzi C; Bunn DW; EMG Working Paper, 2006
Diurnal Reversals of Electricity Forward Premia
Karakatsani NV; Bunn DW, EMG Working Paper, 2005
Two Markets and a Weak Link
Bunn DW; Ruperez-Micola A, EMG Working Paper, 2004
Modelling Stochastic Volatility in High-frequency Spot Electricity Prices
Karakatsani NV; Bunn DW, EMG Working Paper, 2004
Crossholdings, Concentration and Information in Capacity-Constrained Double Auctions
Bunn DW; Ruperez-Micola A, EMG Working Paper, 2004
Resource Endowment and Electricity Sector Reform
Weinmann J; Bunn DW, EMG Working Paper, 2004
Structural and Dynamic Properties of the Low British Electricity Wholesale Prices
2001-2002, Karakatsani N V; Bunn DW, EMG Working Paper, 2004
Strategic Adaptation of Electricity Asset Portfolios and the Evolution of Market Structure
Oliveira F S; Bunn D W, EMG Working Paper, 2004
Forecasting Electricity Prices, Karakatsani N V ;
Bunn DW, EMG Working Paper, 2003
Computational Modelling of Price-Formation in the Electricity Pool of England and Wales
Bunn D W; Day C J, EMG Working Paper, 2003
Regulatory
www.naruc.org
http://www.ergeg.org/portal/page/portal/ERGEG_HOME/ERGEG
European Market
http://ec.europa.eu/energy/electricity/publications/index_en.htm
Association of Power Exchanges
http://www.theapex.org/ppal.htm
European Power Exchanges
http://www.europex.org/vstopna.asp
Transmission System Operators
www.etso-net.org
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