Pages that link to "Item:Q4687515"
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The following pages link to The Forecasting Performance of a Finite Mixture Regime‐Switching Model for Daily Electricity Prices (Q4687515):
Displaying 4 items.
- 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)
- Efficient estimation of Markov regime-switching models: an application to electricity spot prices (Q1633253) (← links)
- Short‐term forecasting with a computationally efficient nonparametric transfer function model (Q6139767) (← links)