Modelling and forecasting of day-ahead electricity price in Indian energy exchange : evidence from MSARIMA-EGARCH model
Sajal Ghosh; Kakali Kanjilal
| Year of publication: |
2014
|
|---|---|
| Authors: | Ghosh, Sajal ; Kanjilal, Kakali |
| Published in: |
International journal of Indian culture and business management. - Genève : Inderscience Enterprises, ISSN 1753-0806, ZDB-ID 2422766-3. - Vol. 8.2014, 3, p. 413-423
|
| Subject: | Indian energy exchange | IEX | electricity price forecasting | volatility | ARIMA | EGARCH | Strompreis | Electricity price | Volatilität | Volatility | Indien | India | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Prognose | Forecast | Elektrizität | Electricity | Rohstoffderivat | Commodity derivative | Energiekonsum | Energy consumption | ARMA-Modell | ARMA model | Energiemarkt | Energy market |
| 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/10010401577