Publication | Closed Access

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

Power MarketEconomicsVolatility ModelingAsset PricingHigh VolatilityPower TradingBusinessEconomic AnalysisStochastic Price ModelingCommodity Price IndexFinancial EngineeringSpike-prone CommoditiesFinanceElectricity Market