Add to ORKGwww.uow.edu.au/commerce/accy/ Stochastic price modelling of high volatility, mean-reverting, spike-prone com-modities: The Australian wholesale electricity marke
It is crucial to model, quantify and understand the variables and dynamics that underlie the well-kn...
Purpose: Our study is aimed to give a better understanding of the price dynamics in regional electri...
Price spikes are of particular importance due to their severe impacts on consumers, businesses and i...
Australian Electricity Market has experienced high price volatility since the deregulation in early ...
With the liberalization of electricity trading, the electricity market has grown rapidly over the la...
The deregulation of electricity markets in different parts of the world has exposed consumers to irr...
uring periods of market stress, electricity prices can rise dramatically. Electricity retailers cann...
Based on empirical evidence of fast mean-reverting spikes, electricity spot prices are often modeled...
Based on empirical evidence of fast mean-reverting spikes, electricity spot prices are often modeled...
We examine the dependence structure of electricity spot prices across regional mar-kets in the Austr...
Based on empirical evidence of fast mean-reverting spikes, electricity spot prices are often modeled...
We examine the impact of explanatory variables such as load, weather and capacity constraints on the...
Australian electricity spot prices differ considerably from equity spot prices in that they contain ...
Univ Talca, Fac Econ & Negocios, Talca, Maule Region, Chile; Herrera, R (Herrera, Rodrigo). Univ Ta...
Purpose: This paper proposes a model for price spikes in Australian electricity markets considering ...
It is crucial to model, quantify and understand the variables and dynamics that underlie the well-kn...
Purpose: Our study is aimed to give a better understanding of the price dynamics in regional electri...
Price spikes are of particular importance due to their severe impacts on consumers, businesses and i...
Australian Electricity Market has experienced high price volatility since the deregulation in early ...
With the liberalization of electricity trading, the electricity market has grown rapidly over the la...
The deregulation of electricity markets in different parts of the world has exposed consumers to irr...
uring periods of market stress, electricity prices can rise dramatically. Electricity retailers cann...
Based on empirical evidence of fast mean-reverting spikes, electricity spot prices are often modeled...
Based on empirical evidence of fast mean-reverting spikes, electricity spot prices are often modeled...
We examine the dependence structure of electricity spot prices across regional mar-kets in the Austr...
Based on empirical evidence of fast mean-reverting spikes, electricity spot prices are often modeled...
We examine the impact of explanatory variables such as load, weather and capacity constraints on the...
Australian electricity spot prices differ considerably from equity spot prices in that they contain ...
Univ Talca, Fac Econ & Negocios, Talca, Maule Region, Chile; Herrera, R (Herrera, Rodrigo). Univ Ta...
Purpose: This paper proposes a model for price spikes in Australian electricity markets considering ...
It is crucial to model, quantify and understand the variables and dynamics that underlie the well-kn...
Purpose: Our study is aimed to give a better understanding of the price dynamics in regional electri...
Price spikes are of particular importance due to their severe impacts on consumers, businesses and i...