Modeling spot price dependence in Australian electricity markets with applications to risk management (Q342246)
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scientific article; zbMATH DE number 6654114
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling spot price dependence in Australian electricity markets with applications to risk management |
scientific article; zbMATH DE number 6654114 |
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Modeling spot price dependence in Australian electricity markets with applications to risk management (English)
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17 November 2016
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electricity markets
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regional markets
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dependence modeling
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copulas
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tail dependence
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risk management
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