Showing 1 - 4 of 4
This paper provides a method to forecast day-ahead electricity prices based on autoregressive integrated moving average (ARIMA) and generalized autoregressive conditional heteroskedastic (GARCH) models. In the competitive power market environment, electricity price forecasting is an essential...
Persistent link: https://www.econbiz.de/10015264450
(EGARCH) Model to generate the crude oil price uncertainty indicator, and MSIA(3)-ARX(4,2) Model to examine the effects of …
Persistent link: https://www.econbiz.de/10015256117
In this research, the DCC model is estimated to calculate dynamic correlation series between crude oil price and growth …
Persistent link: https://www.econbiz.de/10015256121
(DCC) model to estimate dynamic correlation. Our results show that demand-side shocks have increasing effects on the …
Persistent link: https://www.econbiz.de/10015256130