Modeling spot price dependence in Australian electricity markets with applications to risk management (Q342246)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Modeling spot price dependence in Australian electricity markets with applications to risk management |
scientific article |
Statements
Modeling spot price dependence in Australian electricity markets with applications to risk management (English)
0 references
17 November 2016
0 references
electricity markets
0 references
regional markets
0 references
dependence modeling
0 references
copulas
0 references
tail dependence
0 references
risk management
0 references
0 references
0 references
0 references