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It never rains but it pours: Modelling the persistence of spikes in electricity prices

Christensen, Timothy, Hurn, Stan, & Lindsay, Ken (2009) It never rains but it pours: Modelling the persistence of spikes in electricity prices. The Energy Journal, 30(1), pp. 25-48.

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6 citations in Scopus
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ID Code: 43294
Item Type: Journal Article
Keywords: Electricity Prices, Extreme Events, Poisson Process
ISSN: 0195-6574
Subjects: Australian and New Zealand Standard Research Classification > ENGINEERING (090000) > RESOURCES ENGINEERING AND EXTRACTIVE METALLURGY (091400)
Australian and New Zealand Standard Research Classification > ECONOMICS (140000) > ECONOMETRICS (140300) > Econometric and Statistical Methods (140302)
Australian and New Zealand Standard Research Classification > ECONOMICS (140000) > ECONOMETRICS (140300) > Time-Series Analysis (140305)
Divisions: Current > QUT Faculties and Divisions > QUT Business School
Current > Schools > School of Economics & Finance
Deposited On: 13 Jul 2011 23:11
Last Modified: 03 Dec 2012 12:07

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