Decoding the Australian electricity market : New evidence from three-regime hidden semi-Markov model
Year of publication: |
2019
|
---|---|
Authors: | Apergēs, Nikolaos ; Gozgor, Giray ; Lau, Chi Keung ; Wang, Shixuan |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 78.2019, p. 129-142
|
Subject: | Australian electricity markets | Hidden semi-Markov model | Price spikes | Regime-switching | Time-varying mean | Australien | Australia | Elektrizitätswirtschaft | Electric power industry | Strompreis | Electricity price | Markov-Kette | Markov chain | Volatilität | Volatility | Schätzung | Estimation | Energiemarkt | Energy market |
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