The Forecasting Performance of a Finite Mixture Regime‐Switching Model for Daily Electricity Prices

DOI10.1002/FOR.2297zbMath1397.62517OpenAlexW1579890740MaRDI QIDQ4687515

Derek W. Bunn, Dipeng Chen

Publication date: 12 October 2018

Published in: Journal of Forecasting (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/for.2297

zbMATH Keywords

regime switchingelectricityfinite mixtures

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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