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
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|---|---|
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2022.2052165 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013367927