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  • Search: subject:"VARFIMA-BEKK"
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VARFIMA-BEKK 1 hydrological scenarios 1 skew-Student 1 spot power price 1 temperature 1
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Free 1
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Book / Working Paper 1
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Working Paper 1
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English 1
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Lunina, Veronika 1
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EconStor 1
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Joint Modelling of Power Price, Temperature, and Hydrological Balance with a View towards Scenario Analysis
Lunina, Veronika - 2016
This study presents a model for the joint dynamics of power price, temperature, and hydrological balance, with a view towards scenario analysis. Temperature is a major demand-side factor affecting power prices, while hydrobalance is a major supply-side factor in power markets dominated by...
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