Title:

Modeling Energy Prices under Energy Transition: A Novel Stochastic-Copula Approach

Authors:

Mario Correia Fernandes (ISCTE - Instituto Universitário de Lisboa)
José Carlos Dias (ISCTE - Instituto Universitário de Lisboa)
João Pedro Vidal Nunes (ISCTE - Instituto Universitário de Lisboa)

Journal:

Economic Modelling

Year:

2021

Volume:

105

JEL codes:

L94 - Electric Utilities
Q42 - Alternative Energy Sources
C16 - Specific Distributions
Q54 - Climate; Natural Disasters

DOI:

10.1016/j.econmod.2021.105671