Modeling spot price dependence in Australian electricity markets with applications to risk management.
Katja IgnatievaStefan TrückPublished in: Comput. Oper. Res. (2016)
Keyphrases
- risk management
- electricity markets
- decision support system
- risk evaluation
- risk analysis
- risk assessment
- project management
- commercial banks
- operational risk
- electric power
- software projects
- agent based simulation
- data analysis
- case study
- market participants
- database systems
- financial markets
- financial services
- metadata