It never rains but it pours: Modelling the persistence of spikes in electricity prices


Autoria(s): Christensen, Timothy; Hurn, Stan; Lindsay, Ken
Data(s)

2009

Identificador

http://eprints.qut.edu.au/43294/

Publicador

International Association for Energy Economics

Relação

Christensen, Timothy, Hurn, Stan, & Lindsay, Ken (2009) It never rains but it pours: Modelling the persistence of spikes in electricity prices. The Energy Journal, 30(1), pp. 25-48.

Fonte

QUT Business School; School of Economics & Finance

Palavras-Chave #091400 RESOURCES ENGINEERING AND EXTRACTIVE METALLURGY #140302 Econometric and Statistical Methods #140305 Time-Series Analysis #Electricity Prices, Extreme Events, Poisson Process
Tipo

Journal Article