Modelling Electricity Price Events As Point Processes
Energy prices are highly volatile and often feature unexpected spikes. It is the aim of this paper to examine whether the occurrence of these extreme price events= displays any regularities that can be captured using an econometric model. Here we treat these price events as point processes and apply...
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | journal::journal article |
| Language: | en_US |
| Published: |
Infopro digital
2024
|
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Be the first to leave a comment!