The Nordic/Baltic spot electric power system price : univariate nonlinear impulse-response analysis
Year of publication: |
2018
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Authors: | Solibakke, Per Bjarte |
Published in: |
The journal of energy markets. - London : Infopro Digital, ISSN 1756-3607, ZDB-ID 2428804-4. - Vol. 11.2018, 1, p. 35-75
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Subject: | Nordic/Baltic spot electricity market | seasonality | conditional heteroscedasticity | asymmetry | renewables | Elektrizitätswirtschaft | Electric power industry | Strompreis | Electricity price | ARCH-Modell | ARCH model | Spotmarkt | Spot market | Elektrizität | Electricity | Theorie | Theory | Energiemarkt | Energy market | Zeitreihenanalyse | Time series analysis | Heteroskedastizität | Heteroscedasticity | Saisonale Schwankungen | Seasonal variations |
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