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Prediction of electricity prices for non-regulated markets based on a power transformed mean reverting process - MaRDI portal

Prediction of electricity prices for non-regulated markets based on a power transformed mean reverting process (Q6580731)

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scientific article; zbMATH DE number 7888939
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English
Prediction of electricity prices for non-regulated markets based on a power transformed mean reverting process
scientific article; zbMATH DE number 7888939

    Statements

    Prediction of electricity prices for non-regulated markets based on a power transformed mean reverting process (English)
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    29 July 2024
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    Barlow's model
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    electricity price
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    nonlinear time series
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    Ornstein-Uhlenbeck process
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    supply and demand equilibrium equation
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    Yeo-Johnson power transformation
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    Identifiers