Efficient modeling and forecasting of electricity spot prices
Florian Ziel, Rick Steinert, Sven Husmann (Europa-Universität Viadrina, Frankfurt (Oder), Germany)
| Year of publication: |
January 2015
|
|---|---|
| Authors: | Ziel, Florian ; Steinert, Rick ; Husmann, Sven |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 47.2015, p. 98-111
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| Subject: | Electricity price | Renewable energy | Leverage effect | Forecasting | VAR | Lasso | Strompreis | Prognoseverfahren | Forecasting model | Erneuerbare Energie | Elektrizität | Electricity | Spotmarkt | Spot market | Prognose | Forecast | Energiehandel | Energy trade | VAR-Modell | VAR model | Elektrizitätswirtschaft | Electric power industry |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2014.10.012 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011527221