Econometric modeling of regional electricity spot prices in the Australian market
Michael Stanley Smith, Thomas S. Shively
| Year of publication: |
August 2018
|
|---|---|
| Authors: | Smith, Michael S. ; Shively, Thomas S. |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 74.2018, p. 886-903
|
| Subject: | Bayesian monotonic function estimation | Intraday electricity prices | Copula time series model | Strompreis | Electricity price | Australien | Australia | Zeitreihenanalyse | Time series analysis | Elektrizitätswirtschaft | Electric power industry | Spotmarkt | Spot market | Elektrizität | Electricity | Volatilität | Volatility | Bayes-Statistik | Bayesian inference | Schätztheorie | Estimation theory | Multivariate Verteilung | Multivariate distribution | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2018.07.013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011972998