Regression tree model versus Markov regime switching : a comparison for electricity spot price modelling and forecasting
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 |
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