Forecasting electricity spot prices using time-series models with a double temporal segmentation
Year of publication: |
2014
|
---|---|
Authors: | Bessec, Marie ; Fouquau, Julien ; Meritet, Sophie |
Publisher: |
Paris : IPAG Business School |
Subject: | Electricity spot prices | forecasting | regime-switching | Strompreis | Electricity price | Prognoseverfahren | Forecasting model | Spotmarkt | Spot market | Zeitreihenanalyse | Time series analysis | Elektrizität | Electricity | ARMA-Modell | ARMA model | Elektrizitätswirtschaft | Electric power industry | Energiehandel | Energy trade |
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