Swider, Derk Jan; Weber, Christoph:
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
0000-0003-0197-7991ORCID iD
Other
connected with university
Year of publication:
2007
DOI
10.1016/j.epsr.2006.05.013
Web of Science ID
000245016200024
Scopus ID
33846573328
Language of text:
English
Appears in
Electric Power Systems Research
Place of publication:
Amsterdam
Publisher:
Elsevier
in:
Vol. 77 (2007), No. 5-6, pp. 583 - 593
ISSN
1873-2046 Show availability online & print
ISSN
0378-7796 Show availability online & print
ZDB ID
1502242-0
Keyword, Topic:
ARMA; Electricity market; GARCH; Gaussian-mixture; Price development; Switching-regime