Identifying spikes and seasonal components in electricity spot price data : a guide to robust modeling
Joanna Janczura; Stefan Trück; Rafał Weron; Rodney C. Wolff
| Year of publication: |
2013
|
|---|---|
| Authors: | Janczura, Joanna ; Trück, Stefan ; Weron, Rafał ; Wolff, Rodney C. |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 38.2013, p. 96-110
|
| Subject: | electricity spot price | outlier treatment | price spike | robust modeling | seasonality | Strompreis | Electricity price | Spotmarkt | Spot market | Saisonale Schwankungen | Seasonal variations | Elektrizität | Electricity | Theorie | Theory | Robustes Verfahren | Robust statistics | Elektrizitätswirtschaft | Electric power industry | Zeitreihenanalyse | Time series analysis |
| Extent: | graph. Darst. |
|---|---|
| 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://www.econbiz.de/10009764599