Fuel prices scenario generation based on a multivariate GARCH model for risk analysis in a wholesale electricity market

Authors: Batlle C.; Barquin J.

Source: International Journal of Electrical Power and Energy Systems, Volume 26, Number 4, May 2004 , pp. 273-280(8)

Publisher: Elsevier

Keywords: Fuels; Monte Carlo methods; Power system modeling; Risk analysis; Stochastic processes

Language: English

Document Type: Research article

DOI: http://dx.doi.org/10.1016/j.ijepes.2003.10.007

Affiliations: 1: Instituto de Investigacion Tecnologica, Universidad Pontificia Comillas, Sta. Cruz de Marcenado 26, 28015 , Madrid, Spain

Publication date: 2004-05-01

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• In this Subject: Electrical & Nuclear Engineering
• By this author: Batlle C. ;  Barquin J.

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