Modelling Electricity Prices: International Evidence
Modelling Electricity Prices: International Evidence
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Publisher
Oxford, UK: Blackwell Publishing Ltd
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Language
English
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Publisher
Oxford, UK: Blackwell Publishing Ltd
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Contents
This article analyses the evolution of electricity prices in deregulated markets. We present a general class of models that simultaneously takes into account several factors: seasonality, mean reversion, GARCH behaviour and time‐dependent jumps. The models are applied to daily equilibrium spot prices of eight electricity markets. Eight different ne...
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Full title
Modelling Electricity Prices: International Evidence
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TN_cdi_proquest_miscellaneous_1022116925
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_miscellaneous_1022116925
Other Identifiers
ISSN
0305-9049
E-ISSN
1468-0084
DOI
10.1111/j.1468-0084.2011.00632.x
