Bayesian estimation of electricity price risk with a multi-factor mixture of densities

Li Kang, Stephen Walker, Paul Damien and Derek Bunn

Year of publication:	2022
Authors:	Kang, Li ; Walker, Stephen G. ; Damien, Paul ; Bunn, Derek W.
Subject:	Bayesian inference \| Electricity prices \| Markov chain Monte Carlo \| Merit-order effects \| Stochastic skewness \| Strompreis \| Electricity price \| Bayes-Statistik \| Markov-Kette \| Markov chain \| Theorie \| Theory \| Monte-Carlo-Simulation \| Monte Carlo simulation \| Statistische Verteilung \| Statistical distribution \| Stochastischer Prozess \| Stochastic process \| Elektrizitätswirtschaft \| Electric power industry \| Schätzung \| Estimation

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