Predicting price spikes in electricity markets using a regime-switching model with time-varying parameters
| Year of publication: |
2006
|
|---|---|
| Authors: | Mount, Timothy D. ; Ning, Yumei ; Cai, Xiaobin |
| Published in: |
Energy Economics. - Elsevier, ISSN 0140-9883. - Vol. 28.2006, 1, p. 62-80
|
| Publisher: |
Elsevier |