Fuel prices scenario generation based on a multivariate GARCH model for risk analysis in a wholesale electricity market
Fecha
2004-05-01Estado
info:eu-repo/semantics/publishedVersionMetadatos
Mostrar el registro completo del ítemResumen
Fuel prices scenario generation based on a multivariate GARCH model for risk analysis in a wholesale electricity market
Tipo de Actividad
Artículos en revistasISSN
0142-0615Materias/ categorías / ODS
Instituto de Investigación Tecnológica (IIT)Palabras Clave
Fuels; Monte Carlo methods; Power system modeling; Risk analysis; Stochastic processes