Identifying spikes and seasonal components in electricity spot price data : a guide to robust modeling
Year of publication: |
2013
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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
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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 |
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