Forecasting spikes in electricity prices
Year of publication: |
2012
|
---|---|
Authors: | Christensen, T.M. ; Hurn, A.S. ; Lindsay, K.A. |
Published in: |
International Journal of Forecasting. - Elsevier, ISSN 0169-2070. - Vol. 28.2012, 2, p. 400-411
|
Publisher: |
Elsevier |
Subject: | Electricity prices | Price spikes | Autoregressive conditional duration | Autoregressive conditional hazard | Electricity futures |
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