Modeling spot price dependence in Australian electricity markets with applications to risk management
Katja Ignatieva, Stefan Trück
| Year of publication: |
2016
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|---|---|
| Authors: | Ignatieva, Ekaterina ; Trück, Stefan |
| Published in: |
Computers & operations research : and their applications to problems of world concern ; an international journal. - Oxford [u.a.] : Elsevier, ISSN 0305-0548, ZDB-ID 194012-0. - Vol. 66.2016, p. 415-433
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| Subject: | Electricity markets | Regional markets | Dependence modeling | Copulas | Tail dependence | Risk management | Strompreis | Electricity price | Risikomanagement | Multivariate Verteilung | Multivariate distribution | Theorie | Theory | Elektrizitätswirtschaft | Electric power industry | Risikomaß | Risk measure | Statistische Verteilung | Statistical distribution | Elektrizität | Electricity | Australien | Australia |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.cor.2015.07.019 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011429137