Modelling price dynamics through fundamental relationships in electricity and other energy markets
Energy markets feature a wide range of unusual price behaviour along with a complicated dependence structure between electricity, natural gas, coal and carbon, as well as other variables. We approach this broad modelling challenge by firstly developing a structural framework to modelling spot electr...
Main Author: | Coulon, Michael |
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Other Authors: | Howison, Sam |
Published: |
University of Oxford
2009
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Subjects: | |
Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.509911 |
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