Risk Management and the Role of Spot Price Predictions in the Australian Retail Electricity Market
From MaRDI portal
Publication:5452745
Recommendations
- Modeling spot price dependence in Australian electricity markets with applications to risk management
- scientific article; zbMATH DE number 2156316
- Electricity spot price modelling with a view towards extreme spike risk
- A note on price volatility in the Australian electricity market
- Stochastic modelling of volatility and inter-relationships in the Australian electricity markets
- Analysis of futures and spot electricity markets under risk aversion
- The combination forecasting of electricity price based on price spikes processing: a case study in South Australia
- Risk Premia in Electricity Forward Prices
- Managing electricity market price risk
Cited in
(3)
This page was built for publication: Risk Management and the Role of Spot Price Predictions in the Australian Retail Electricity Market
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5452745)