A note on price volatility in the Australian electricity market

DOI10.21914/ANZIAMJ.V51I0.2655zbMATH Open1386.91101OpenAlexW1554825146MaRDI QIDQ4639313FDOQ4639313

Authors: Celia Conticini, Asef Nazari Ganjehlou, Jerzy Filar 

Publication date: 8 May 2018

Published in: ANZIAM Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.21914/anziamj.v51i0.2655

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zbMATH Keywords

volatilityspot pricelinear and nonlinear programmingAustralian national electricity market

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

Cited In (6)

• Title not available (Why is that?)
• Stochastic modelling of volatility and inter-relationships in the Australian electricity markets
• Risk Management and the Role of Spot Price Predictions in the Australian Retail Electricity Market
• The effect of intermittent renewables on the electricity price variance
• Electricity market structure, electricity price, and its volatility
• Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data

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