J-GLOBAL Snapshot
SURモデルを用いたJEPX30分毎48商品の時系列分析
Source: J-GLOBAL record
J-GLOBAL ID：200902254045327470
Reference number：08A0234837
Author (2)：
SURモデルを用いたJEPX30分毎48商品の時系列分析
TSUZAKI KENJI
(大阪ガス)
,
KAWAMOTO KAORU
(大阪ガス)
Material：
エネルギーシステム・経済・環境コンファレンス講演論文集(CD-ROM)
(Proceedings of the Conference on Energy, Economy, and Environment (CD-ROM))
Volume： 24th Page： ROMBUNNO.30-4 Publication year： 2008
JST Material Number： L1885B ISSN： 1883-4736 Document type： Proceedings
Article type： 原著論文 Country of issue： Japan (JPN) Language： JAPANESE (JA)
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JST classification (1)：
General subjects on production
(NA01060I)
Reference (5)：
- 日本卸電力取引所. http://www.jepx.org/
- LUCIA, J. Electricity prices and power derivatives : evidence from the Nordic Power Exchange. Review of Derivatives Research. 2002, 5, 5-50
- EYDELAND, A. Energy and Power Risk Management ; New Developments in Modeling, Pricing and Hedging. 2003
- European Energy Exchange. http://www.eex.com/en/T
- HUISMAN, Ronald. Hourly electricity prices in day-ahead markets. Energy Economics. 2007, 29, 240-248
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