Analysis of electricity prices for Central American countries using dynamic conditional score models
Year of publication: |
December 2018
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Authors: | Blazsek, Szabolcs ; Hernández, Hector |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 55.2018, 4, p. 1807-1848
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Subject: | Central America | Energy prices | Dynamic conditional score (DCS) models | Stochastic level and stochastic seasonal | Parameter identification | Point and density forecasts | Mittelamerika | Strompreis | Electricity price | Stochastischer Prozess | Stochastic process | Prognoseverfahren | Forecasting model | Energiepreis | Energy price | Zeitreihenanalyse | Time series analysis |
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