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Electricity price 1 Energiemarkt 1 Energy market 1 Erdgasmarkt 1 Multivariate Verteilung 1 Multivariate distribution 1 Natural gas market 1 Stochastic process 1 Stochastischer Prozess 1 Strompreis 1 Texas energy market 1 Wind energy 1 Windenergie 1 copulas 1 electricity load 1 energy markets 1 natural gas prices 1 stochastic differential equations 1 wind power 1
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CC license 1 Free 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Sviščuk, Anatolij 1 Warunasinghe, Sudeesha 1
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Risks : open access journal 1
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ECONIS (ZBW) 1
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A novel stochastic copula model for the Texas energy market
Warunasinghe, Sudeesha; Sviščuk, Anatolij - In: Risks : open access journal 13 (2025) 7, pp. 1-32
integrated it into the simulation. The study was conducted for the Texas energy market and used daily time scales for the …
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