Dependence structure in the Australian electricity markets : new evidence from regular vine copulae
Nicholas Apergis, Giray Gozgor, Chi Keung Marco Lau, Shixuan Wang
| Year of publication: |
2020
|
|---|---|
| Authors: | Apergēs, Nikolaos ; Gozgor, Giray ; Lau, Chi Keung ; Wang, Shixuan |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 90.2020, p. 1-14
|
| Subject: | Australian National Electricity Market | Dependence structure | R-vine copula | Tail dependence | Australien | Australia | Multivariate Verteilung | Multivariate distribution | Elektrizitätswirtschaft | Electric power industry | Strompreis | Electricity price | Energiemarkt | Energy market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2020.104834 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012517130