Modelling interregional links in electricity price spikes

A.E. Clements, R. Herrera, A.S. Hurn

Year of publication:	September 2015
Authors:	Clements, Adam ; Herrera, Rodrigo ; Hurn, Stan
Published in:	Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 51.2015, p. 383-393
Subject:	Electricity prices \| Price spikes \| Point process \| Hawkes process \| Peaks over threshold \| Transmission capacity \| Strompreis \| Electricity price \| Elektrizitätswirtschaft \| Electric power industry \| Lastmanagement \| Demand-side management

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