A note on price volatility in the Australian electricity market

DOI10.21914/ANZIAMJ.V51I0.2655MaRDI QIDQ4639313zbMATH OpenOpenAlexFDO

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

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)

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(6)

• scientific article; zbMATH DE number 2232728 (Why is no real title available?)
• Stochastic modelling of volatility and inter-relationships in the Australian electricity markets
• The effect of intermittent renewables on the electricity price variance
• Risk Management and the Role of Spot Price Predictions in the Australian Retail Electricity Market
• 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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