Serati, Massimiliano; Manera, Matteo; Plotegher, Michele - 2008
values are left behind. Studies have been divided into three broad classes: Autoregressive models, Regime switching models …, Volatility models. Six fundamental points arise: the peculiarities of electricity market, the complex statistical properties of … prices, the lack of economic foundations of statistical models used for price analysis, the primacy of uniequational …