This study examines tail risk contagion across returns series of (i) ten major electricity
markets and (ii) five raw materials used for electricity production during crises, using data …

This study investigates the connectedness between the clean energy and Australian
electricity markets from May 2005 to December 2020. Using time-varying parameter vector …

Abstract Australian National Electricity Market (NEM) provides efficient and smooth electricity
transmission via a unique integration mechanism of different Australian regional electricity …

Venture capital firms may be unable to withstand the high investments and risks associated
with coal mining exploration due to limitations in the funding scale. Risk control capability is …

This paper investigates the impact of intermittent renewable generation on the distribution of
electricity prices and their variability in Denmark and Germany. We exploit hourly data from …

Energy, the backbone of modern society, plays a crucial role in the development and
productivity of a nation. Predictive analysis in energy management is becoming increasingly …

Volatility spillovers are a characteristic of interconnected electricity markets. We use high-
frequency prices to analyze the transmission of volatility across five Australian regional …

Recurrent neural networks (RNNs) with rich feature vectors of past values can provide
accurate point forecasts for series that exhibit complex serial dependence. We propose two …

In this study, regular vine copula was used to investigate the dependence structure of
electricity prices at the state level in the Australian National Electricity Market (NEM), during …

Electricity consumption is the primary source of carbon dioxide (CO2) emissions in Australia.
Hence, this research study aims to analyse the role of clean energy consumption on CO2 …