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Electricity spot price and volatility modelling in the Australian national electricity market
thesisposted on 13.07.2021, 04:45 by Xuebing Lu.
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Year of Award2007
Department, School or CentreClayton School of Information Technology
CourseDoctor of Philosophy
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)