Items where Author is "Damien, P"
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Number of items: 2.
Bunn, D W, Damien, P and Lima, L M
(2023)
Bayesian Predictive Distributions for Imbalance Prices with Time-varying Factor Impacts.
IEEE Transactions on Power Systems, 38 (1).
pp. 349-357.
ISSN 0885-8950
Kang, L, Walker, S, Damien, P and Bunn, D W
(2022)
Bayesian estimation of electricity price risk with a multi-factor mixture of densities.
Quantitative Finance, 22 (8).
pp. 1535-1544.
ISSN 1469-7688