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tvecm

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TimLouisWilken / analysis-of-the-australian-electricity-market

Threshold Vector Error-Correction analysis of South Australian battery storage and SA–VIC wholesale electricity price dynamics, 2023–2025.

time-series econometrics jump-diffusion cointegration instrumental-variables markov-switching energy-markets battery-storage tvecm

Updated May 23, 2026
Python

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