A Threshold Autoregressive Model for Wholesale Electricity Prices

DOI10.1111/J.1467-9876.2005.00484.XzbMath1490.62476OpenAlexW3124482606MaRDI QIDQ5757759

B. Ricky Rambharat, Duane J. Seppi, Anthony E. Brockwell

Publication date: 7 September 2007

Published in: Journal of the Royal Statistical Society Series C: Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9876.2005.00484.x

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

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