A note on using the Hodrick-Prescott filter in electricity markets
Rafał Weron, Michał Zator (Department of Operations Research, Wrocław University of Technology, Wrocław, Poland)
| Year of publication: |
March 2015
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|---|---|
| Authors: | Weron, Rafał ; Zator, Michał |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 48.2015, p. 1-6
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| Subject: | Hodrick-Prescott filter | Electricity spot price | Long-term seasonal component | Robust modeling | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Strompreis | Electricity price | Elektrizitätswirtschaft | Electric power industry | Saisonale Schwankungen | Seasonal variations | Elektrizität | Electricity | Spotmarkt | Spot market | Saisonkomponente | Seasonal component |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2014.11.014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011533689