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  • Search: subject:"ARMA and VARMA models"
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ARMA and VARMA models 1 ARMA model 1 ARMA-Modell 1 Electric power industry 1 Electricity price 1 Elektrizitätswirtschaft 1 Energiemarkt 1 Energiepreis 1 Energy market 1 Energy price 1 Forecast 1 Forecasting model 1 Prognose 1 Prognoseverfahren 1 State space model 1 Strompreis 1 Theorie 1 Theory 1 Time series analysis 1 VAR model 1 VAR-Modell 1 Zeitreihenanalyse 1 Zustandsraummodell 1 electricity market 1 energy pricing 1 price forecasting 1 wavelet coherence 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Gülerce, Mustafa 1 Ünal, Gazanfer 1
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International journal of financial engineering 1
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ECONIS (ZBW) 1
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Electricity price forecasting using multiple wavelet coherence method : comparison of ARMA versus VARMA
Gülerce, Mustafa; Ünal, Gazanfer - In: International journal of financial engineering 5 (2018) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10011922952
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