Modelling commodity prices in the Australian National Electricity Market
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- Published
- 2007-01-01
- Cited by
- 1
- References
- 111
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:152836569
References
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- Behavior of power prices: implications for the valuation and hedging of financial contracts
- Bayesian modelling and forecasting of intra-day electricity load
- Evaluating the informational efficiency of Australian electricity spot markets: multiple variance ratio tests of random walks
- Modelling prices in competitive electricity markets
- The Long-Run Evolution of Energy Prices
- Alternative Models for Conditional Stock Volatility
- Filtering and Forecasting Spot Electricity Prices in the Increasingly Deregulated Australian Electricity Market
- The Effect of E. Coli O157:H7 on Beef Prices
- Merging short-and long-run forecasts: An application of seasonal cointegration to monthly electricity sales forecasting
- ARCH modeling in finance: A review of the theory and empirical evidence
- Energy Derivatives: Pricing and Risk Management
- Valuing Energy Options in a One Factor Model Fitted to Forward Prices
- Effects of Meat Recalls on Futures Market Prices
- Fat Tails in Power Prices
- The Event Study Methodology Since 1969
- An Empirical Examination of Deregulated Electricity Prices
- High Frequency Electricity Spot Price Dynamics: An Intra-Day Markets Approach
- Nash equilibria in electricity markets with discrete prices
- Forecasting Hourly Electricity Demand Using Time-Varying Splines
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