Forecasting hourly electricity prices using ARMAX-GARCH models : an application to MISO hubs
Emily Hickey; David G. Loomis; Hassan Mohammadi
| Year of publication: |
2012
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|---|---|
| Authors: | Hickey, Emily ; Loomis, David G. ; Mohammadi, Hassan |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 34.2012, 1, p. 307-315
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| Subject: | Electricity | Pricing | MISO | GARCH | ARMAX | Strompreis | Electricity price | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model | Volatilität | Volatility | Elektrizitätswirtschaft | Electric power industry | Elektrizität | Zeitreihenanalyse | Time series analysis | Energiemarkt | Energy market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009618838