Pages that link to "Item:Q5452741"
From MaRDI portal
The following pages link to Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models (Q5452741):
Displaying 13 items.
- Modeling spot price dependence in Australian electricity markets with applications to risk management (Q342246) (← links)
- Directional distance functions and rate-of-return regulation (Q454469) (← links)
- Computing electricity spot price prediction intervals using quantile regression and forecast averaging (Q740072) (← links)
- Forecasting of daily electricity prices with factor models: utilizing intra-day and inter-zone relationships (Q740074) (← links)
- Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices (Q1621243) (← links)
- An options pricing approach to ramping rate restrictions at hydro power plants (Q1656523) (← links)
- Electricity derivatives pricing with forward-looking information (Q1657496) (← links)
- The power of weather (Q1927158) (← links)
- Loss-based approach to two-piece location-scale distributions with applications to dependent data (Q2218635) (← links)
- Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data (Q2700531) (← links)
- Space‐Time Model versus VAR Model: Forecasting Electricity demand in Japan (Q4687310) (← links)
- A novel auto-regressive fractionally integrated moving average–least-squares support vector machine model for electricity spot prices prediction (Q5128611) (← links)
- Deep-learning model using hybrid adaptive trend estimated series for modelling and forecasting sales (Q6589081) (← links)
