Forecasting the joint distribution of Australian electricity prices using dynamic vine copulae
Hans Manner, Farzad Alavi Fard, Armin Pourkhanali, Laleh Tafakori
| Year of publication: |
2019
|
|---|---|
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2018.10.034 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012159908