Stochastic price modeling of high volatility, mean-reverting, spike-prone commodities: The Australian wholesale spot electricity market

By H. Higgs, Andrew C. Worthington. 2008

156 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Electrical and Electronic Engineering

View Paper: https://www.semanticscholar.org/paper/6581ff29de994e369c23dbad1c7fe8a2f38ff25f

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Jonas Andersson
2. Apostolos Serletis
3. Evangelos Kyritsis
4. Lutz Kilian
5. George Filis
6. Stavros Degiannakis *

In Electrical and Electronic Engineering

1. Jonas Andersson
2. Apostolos Serletis
3. Evangelos Kyritsis

Citations in the corpus

• Electricity prices, large-scale renewable integration, and policy implications (2017, background): “Huisman et al. (2015) investigate the impact of fuel and emission cost on Nordpool day-ahead electricity prices, and provide empirical evidence of nonlinear dependence.”