File(s) not publicly available
Electricity spot price and volatility modelling in the Australian national electricity market
thesisposted on 2021-07-13, 04:45 authored by Xuebing Lu.
This thesis was scanned from the print manuscript for digital preservation and is copyright the author. Researchers can access this thesis by asking their local university, institution or public library to make a request on their behalf. Monash staff and postgraduate students can use the link in the References field.
Year of Award2007
Department, School or CentreClayton School of Information Technology
CourseDoctor of Philosophy
FacultyFaculty of Information Technology
CategoriesNo categories selected
Electricity Prices Australia Statistical methodsElectricity Prices Statistical methodsElectricity Prices Forecasting Statistical methodsElectric utilities Rates Australia Statistical methodsElectric utilities Rates Statistical methodsElectric utilities Rates Forecasting Statistical methodsBayesian statistical decision theoryMarkov processesMonte Carlo methodNational electricity market (NEM)Electricity prices.Spot prices.Electricity spot prices.Spot price volatility.Markov chain Monte Carlo (MCMC)