Data analysis of UK electricity and gas prices

Aas, Kjersti; Kåresen, Kjetil F.; Haug, Ola

October 01, 2001

SAMBA

• Areas: Finance and insurance
• Keywords: Electricity prices, Gas prices, autoregressive processes, Multivariate distributions
• Page(s): 46
• Name and number of project: 220033
• Title: Data analysis of UK electricity and gas prices
• Author(s): Aas, Kjersti; Kåresen, Kjetil F.; Haug, Ola
• Report number: SAMBA/13/01
• Published date: October 01, 2001