2 citations · 4 across the 4 of their papers we have counts for
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cs.LG2023★ 1 cited
A probabilistic forecast methodology for volatile electricity prices in the Australian National Electricity Market
Cameron Cornell, Nam Trong Dinh, S. Ali Pourmousavi
The South Australia region of the Australian National Electricity Market (NEM) displays some of the highest levels of price volatility observed in modern electricity markets. This…
physics.soc-ph2023★ 2 cited
Vector Autoregression in Cryptocurrency Markets: Unraveling Complex Causal Networks
Cameron Cornell, Lewis Mitchell, Matthew Roughan
Methodologies to infer financial networks from the price series of speculative assets vary, however, they generally involve bivariate or multivariate predictive modelling to reveal…