scientific article; zbMATH DE number 2156316
From MaRDI portal
Publication:4668784
zbMATH Open1070.90530MaRDI QIDQ4668784
Author name not available (Why is that?)
Publication date: 15 April 2005
Title of this publication is not available (Why is that?)
Related Items (3)
Stochastic modelling of volatility and inter-relationships in the Australian electricity markets ⋮ The combination forecasting of electricity price based on price spikes processing: a case study in South Australia ⋮ Risk Management and the Role of Spot Price Predictions in the Australian Retail Electricity Market
Recommendations
- Modeling spot price dependence in Australian electricity markets with applications to risk management 👍 👎
- Joint econometric modeling of spot electricity prices, forwards and options 👍 👎
- Analysis of futures and spot electricity markets under risk aversion 👍 👎
- Stochastic multifactor modeling of spot electricity prices 👍 👎
- Electricity spot price modelling with a view towards extreme spike risk 👍 👎
- A STRUCTURAL RISK-NEUTRAL MODEL OF ELECTRICITY PRICES 👍 👎
- A spot market model for pricing derivatives in electricity markets 👍 👎
- Risk Management and the Role of Spot Price Predictions in the Australian Retail Electricity Market 👍 👎
- Stochastic modelling of volatility and inter-relationships in the Australian electricity markets 👍 👎
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)
