Forecasting spikes in electricity prices

Autoria(s): Christensen, Timothy; Hurn, Stan; Lindsay, Ken
Data(s)

2012
Identificador

http://eprints.qut.edu.au/77271/
Publicador

Elsevier BV
Relação

DOI:10.1016/j.ijforecast.2011.02.019

Christensen, Timothy, Hurn, Stan, & Lindsay, Ken (2012) Forecasting spikes in electricity prices. International Journal of Forecasting, 28(2), pp. 400-411.
Fonte

QUT Business School; School of Economics & Finance
Palavras-Chave #140303 Economic Models and Forecasting #140305 Time-Series Analysis #electricity prices, price spikes, autoregressive conditional duration, autoregressive conditional hazard, electricity futures
Tipo

Journal Article
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