Stochastic modelling of volatility and inter-relationships in the Australian electricity markets (Q6050517)
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scientific article; zbMATH DE number 7739559
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic modelling of volatility and inter-relationships in the Australian electricity markets |
scientific article; zbMATH DE number 7739559 |
Statements
Stochastic modelling of volatility and inter-relationships in the Australian electricity markets (English)
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18 September 2023
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Australian electricity price markets
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Bayesian inference
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bivariate SV models
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Granger causality
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skew student-\(t\) distribution
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