Extended ARMA Models for Estimating Price Developments on Day-Ahead Electricity Markets
In: Electric Power Systems Research, Vol. 77 (2007), No. 5-6, pp. 583 - 593
2007article/chapter in journal
EconomicsFaculty of Business Administration and Economics » Business Administration » Energy Economics
Title in English:
Extended ARMA Models for Estimating Price Developments on Day-Ahead Electricity Markets
Author:
Swider, Derk Jan;Weber, ChristophUDE
- GND
- 171222180
- LSF ID
- 12106
- ORCID
- 0000-0003-0197-7991
- Other
- connected with university
Year of publication:
2007
Web of Science ID
Scopus ID
Language of text:
English
Keyword, Topic:
ARMA; Electricity market; GARCH; Gaussian-mixture; Price development; Switching-regime