A multi-factor structural model for Australian electricity market risk
John Breslin, Les Clewlow and Chris Strickland
| Year of publication: |
2014
|
|---|---|
| Authors: | Breslin, John ; Clewlow, Les ; Strickland, Chris |
| Published in: |
Nonlinear economic dynamics and financial modelling : essays in honour of Carl Chiarella. - Cham : Springer, ISBN 978-3-319-07469-6. - 2014, p. 335-354
|
| Subject: | The Temperature Model | Strompreis | Electricity price | Volatilität | Volatility | Schätzung | Estimation | Australien | Australia | 2006-2012 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011286578