Robust estimation and forecasting of the long-term seasonal component of electricity spot prices
Jakub Nowotarski; Jakub Tomczyk; Rafał Weron
| Year of publication: |
2013
|
|---|---|
| Authors: | Nowotarski, Jakub ; Tomczyk, Jakub ; Weron, Rafał |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 39.2013, p. 13-27
|
| Subject: | Electricity spot price | Long-term seasonal component | Robust modeling | Forecasting | Wavelets | Strompreis | Electricity price | Prognoseverfahren | Forecasting model | Saisonale Schwankungen | Seasonal variations | Robustes Verfahren | Robust statistics | Spotmarkt | Spot market | Zeitreihenanalyse | Time series analysis | Elektrizität | Electricity | Theorie | Theory | Elektrizitätswirtschaft | Electric power industry | Prognose | Forecast | Zustandsraummodell | State space model | Saisonkomponente | Seasonal component |
| 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/10010235039