Modeling spot price dependence in Australian electricity markets with applications to risk management (Q342246)

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Modeling spot price dependence in Australian electricity markets with applications to risk management
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    Modeling spot price dependence in Australian electricity markets with applications to risk management (English)
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    17 November 2016
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    electricity markets
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    regional markets
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    dependence modeling
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    copulas
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    tail dependence
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    risk management
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