Modeling Electricity Price Using A Threshold Conditional Autoregressive Geometric Process Jump Model (Q2876225)
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scientific article; zbMATH DE number 6331076
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling Electricity Price Using A Threshold Conditional Autoregressive Geometric Process Jump Model |
scientific article; zbMATH DE number 6331076 |
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Modeling Electricity Price Using A Threshold Conditional Autoregressive Geometric Process Jump Model (English)
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18 August 2014
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price spike
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mean reversion
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seasonality
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long memory
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heteroskedasticity
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forecasting
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