The thesis constructs plant-level marginal costs estimates to compute above costs price premia on bids submitted to the day-ahead market. This information is then aggregated at the operator (firm) level before being analysis by regression on market factors such as demand and fuel prices, as well as through an autoregressive model of order 1.

The thesis constructs plant-level marginal costs estimates to compute above costs price premia on bids submitted to the day-ahead market. This information is then aggregated at the operator (firm) level before being analysis by regression on market factors such as demand and fuel prices, as well as through an autoregressive model of order 1.

Strategic Bidding in Italian Day-ahead Electricity Markets: Markup Dynamics and Fuel Price Transmission

HAGEN, QUENTIN ETIENNE DENIS
2025/2026

Abstract

The thesis constructs plant-level marginal costs estimates to compute above costs price premia on bids submitted to the day-ahead market. This information is then aggregated at the operator (firm) level before being analysis by regression on market factors such as demand and fuel prices, as well as through an autoregressive model of order 1.
2025
Strategic Bidding in Italian Day-ahead Electricity Markets: Markup Dynamics and Fuel Price Transmission
The thesis constructs plant-level marginal costs estimates to compute above costs price premia on bids submitted to the day-ahead market. This information is then aggregated at the operator (firm) level before being analysis by regression on market factors such as demand and fuel prices, as well as through an autoregressive model of order 1.
Electricity Market
Electricity Bidding
Marginal Costs
Strategic Positions
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/20.500.12608/118870