Fitting semiparametric Markov regime-switching models to electricity spot prices
Year of publication: |
2012
|
---|---|
Authors: | Eichler, Michael ; Tuerk, Dennis |
Publisher: |
Maastricht : Maastricht Research School of Economics of Technology and Organizations |
Subject: | Strompreis | Electricity price | Spotmarkt | Spot market | Markov-Kette | Markov chain | Robustes Verfahren | Robust statistics | Nichtparametrisches Verfahren | Nonparametric statistics | Australien | Australia | 2004-2010 |
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