In this paper, parallel processing techniques are employed to improve the performance of the stochastic dynamic programming applied to the long term operation planning of electrical power system. The hydroelectric plants are grouped into energy equivalent reservoirs and the expected cost...

This paper compares the short-term load performance of several forecasting models, including a new class of nonlinear models known as smooth transition periodic autoregressive (STPAR) models. A model building procedure is developed for the STPAR model, along with a linearity test against smooth...

An important aspect of empirical research based on the vector autoregressive (VAR) model is the choice of the lag order, since all inference in the VAR model depends on the correct model specification. Literature has shown important studies of how to select the lag order of a nonstationary VAR...

The objective of this study was to analyse the changes in the intraday market microstructure behaviour before a takeover announcement for a sample of target, bidder and control (non-target) companies. Under the hypothesis that agents with asymmetric information were operating in the market, the...

An important aspect of empirical research based on the vector autoregressive (VAR) model is the choice of the lag order, since all inferences in this model depend on the correct model speci.cation. There have been many studies of how to select the lag order of a nonstationary VAR model subject...

An important aspect of empirical research based on the vector autoregressive (VAR) model is the choice of the lag order, since all inferences in this model depend on the correct model specification. There have been many studies on how to select the lag order of a nonstationary VAR model subject...