Forecasting electricity spot prices using time-series models with a double temporal segmentation
Year of publication: |
2016
|
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Authors: | Bessec, Marie ; Fouquau, Julien ; Meritet, Sophie |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 48.2016, 4/6, p. 361-378
|
Subject: | Forecasting | electricity spot prices | seasonality | regime-switching | combinations | Strompreis | Electricity price | Prognoseverfahren | Forecasting model | Spotmarkt | Spot market | Zeitreihenanalyse | Time series analysis | Elektrizität | Electricity | ARMA-Modell | ARMA model | Energiehandel | Energy trade |
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