Regression tree model versus Markov regime switching : a comparison for electricity spot price modelling and forecasting
Aristeidis Samitas; Aggelos Armenatzoglou
| Year of publication: |
2014
|
|---|---|
| Authors: | Samitas, Aristeidis ; Armenatzoglou, Aggelos |
| Subject: | Energy markets | Electricity prices | Parametric | Non parametric | Forecast performance | Strompreis | Electricity price | Prognoseverfahren | Forecasting model | Energiemarkt | Energy market | Markov-Kette | Markov chain | Prognose | Forecast | Elektrizitätswirtschaft | Electric power industry | Spotmarkt | Spot market | Theorie | Theory | Regressionsanalyse | Regression analysis | Elektrizität | Electricity |
Online Resource
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Systemvoraussetzung: Acrobat Reader |
| Other identifiers: | 10.1007/s12351-014-0149-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010413087