Pages that link to "Item:Q342246"
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The following pages link to Modeling spot price dependence in Australian electricity markets with applications to risk management (Q342246):
Displaying 10 items.
- The combination forecasting of electricity price based on price spikes processing: a case study in South Australia (Q1722248) (← links)
- Portfolio optimization for inventory financing: copula-based approaches (Q2669576) (← links)
- Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data (Q2700531) (← links)
- (Q4668784) (← links)
- Modelling the joint behaviour of electricity prices in interconnected markets (Q5139244) (← links)
- Risk Management and the Role of Spot Price Predictions in the Australian Retail Electricity Market (Q5452745) (← links)
- Stochastic modelling of volatility and inter-relationships in the Australian electricity markets (Q6050517) (← links)
- Flexible specification testing in quantile regression models (Q6196807) (← links)
- Understanding relationships with the aggregate zonal imbalance using copulas (Q6580648) (← links)
- Bayesian Inference for Regression Copulas (Q6617790) (← links)
