scientific article; zbMATH DE number 2156316
From MaRDI portal
Publication:4668784
zbMATH Open1070.90530MaRDI QIDQ4668784FDOQ4668784
Authors:
Publication date: 15 April 2005
Title of this publication is not available (Why is that?)
Recommendations
- Modeling spot price dependence in Australian electricity markets with applications to risk management
- Risk Management and the Role of Spot Price Predictions in the Australian Retail Electricity Market
- Electricity spot price modelling with a view towards extreme spike risk
- Analysis of futures and spot electricity markets under risk aversion
- Stochastic multifactor modeling of spot electricity prices
- A structural risk-neutral model of electricity prices
- Joint econometric modeling of spot electricity prices, forwards and options
- A spot market model for pricing derivatives in electricity markets
- Stochastic modelling of volatility and inter-relationships in the Australian electricity markets
Cited In (5)
- The combination forecasting of electricity price based on price spikes processing: a case study in South Australia
- Improving electricity market price forecasting with factor models for the optimal generation bid
- A note on price volatility in the Australian electricity market
- 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
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4668784)