论文标题
对电价，需求和可再生能源的多元依赖分析
A Multivariate Dependence Analysis for Electricity Prices, Demand and Renewable Energy Sources
论文作者
论文摘要
本文研究了通过多元副本模型{在研究德国时，欧洲研究最广泛的市场}的电价，需求和可再生能源之间的依赖性。随着时间的推移，对相互依存关系进行了深入研究和监测，并特别强调了尾巴行为。为此，引入了合适的尾部依赖度量，以考虑到通过肯德尔的分布功能适当识别的多元极端情况。经验证据表明，在一天和研究的几年中，电价，可再生能源和需求之间存在密切的关联。因此，该分析为促进绿色能源产生的进一步和不同激励措施提供了指导，同时考虑了涉及变量的时变依赖性
This paper examines the dependence between electricity prices, demand, and renewable energy sources by means of a multivariate copula model {while studying Germany, the widest studied market in Europe}. The inter-dependencies are investigated in-depth and monitored over time, with particular emphasis on the tail behavior. To this end, suitable tail dependence measures are introduced to take into account a multivariate extreme scenario appropriately identified {through the} Kendall's distribution function. The empirical evidence demonstrates a strong association between electricity prices, renewable energy sources, and demand within a day and over the studied years. Hence, this analysis provides guidance for further and different incentives for promoting green energy generation while considering the time-varying dependencies of the involved variables
