Risk Management and the Role of Spot Price Predictions in the Australian Retail Electricity Market

DOI10.2202/1558-3708.1383zbMATH Open1260.91177OpenAlexW1502433469WikidataQ119654666 ScholiaQ119654666MaRDI QIDQ5452745FDOQ5452745

Authors: Maxwell J. Stevenson, Luiz Felipe Moreira do Amaral, Maurice Peat 

Publication date: 4 April 2008

Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2202/1558-3708.1383

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Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

Cited In (3)

• The combination forecasting of electricity price based on price spikes processing: a case study in South Australia
• Modeling spot price dependence in Australian electricity markets with applications to risk management
• Title not available (Why is that?)

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