In this paper we analyze the time series of daily mean prices generated in the Italian electricity market, which … seasonalities in the electricity prices. We use periodic models with GARCH disturbances and leptokurtic distribution and compare …

The spot price of electricity is highly skewed and heavy-tailed, as a result of the interaction of different variables … variables in an electricity market, reducing the limitations that normality and parametric density functions impose. The … likelihood criterion. The study case is the Colombian electricity market, where the SNP distribution outperforms the normal …

This paper is a continuation of our earlier studies on short-term price forecasting of California electricity prices …

In this paper we assess the short-term forecasting power of different time series models in the Nord Pool electricity …

In this paper we assess the short-term forecasting power of different time series models in the Nord Pool electricity …