Forecasting the joint distribution of Australian electricity prices using dynamic vine copulae
Year of publication: |
2019
|
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Authors: | Manner, Hans ; Fard, Farzad Alavi ; Pourkhanali, Armin ; Tafakori, Laleh |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 78.2019, p. 143-164
|
Subject: | Back-testing | Dvine copula | Electricity prices | Nonlinear dependence | SCAR model | Strompreis | Electricity price | Multivariate Verteilung | Multivariate distribution | Australien | Australia | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Elektrizitätswirtschaft | Electric power industry |
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