Decoding the Australian electricity market : New evidence from three-regime hidden semi-Markov model
Nicholas Apergis, Giray Gozgor, Chi Keung Marco Lau, Shixuan Wang
| 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 | Strompreis | Electricity price | Elektrizitätswirtschaft | Electric power industry | Markov-Kette | Markov chain | Energiemarkt | Energy market | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2018.10.038 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012159895