Modelling commodity prices

The thesis is structured as follows: Chapter 1: Introduction; Chapter 2: Literature Review; Chapter 3: The Market for Electricity; Chapter 4: Description and Sources of Data; Chapter 5: Seasonal Factors and Outlier Effects in Rate of R; Chapter 6: Structural Characteristics of Demand for Electric; Chapter 7: GARCH Modelling of High-Frequency Volatility in A; Chapter 8: The Effect of Extreme Spikes in Demand on Electric; Chapter 9: Conclusion.

207p runthenight04 02-02-2023 10 2   Download