Forecasting price spikes in electricity markets
Year of publication: |
2020
|
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Authors: | Stathakis, Efthymios ; Papadimitriou, Theophilos ; Gkonkas, Periklēs |
Published in: |
Review of Economic Analysis : REA. - Rimini : [Verlag nicht ermittelbar], ISSN 1973-3909, ZDB-ID 2535745-1. - Vol. 12.2020, 2, p. 1-24
|
Subject: | electricity prices | extreme value theory | exponential GARCH | multiclass | support vector machines | Strompreis | Electricity price | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Mustererkennung | Pattern recognition | Elektrizitätswirtschaft | Electric power industry | Ausreißer | Outliers |
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