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

DOI10.1002/ASMB.2681MaRDI QIDQ6580731

Hugo Hernández-Ramos, Leonel Pérez Hernández, Netzahualcóyotl Castañeda-Leyva, Silvia Rodríguez-Narciso

Publication date: 29 July 2024

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

zbMATH Keywords

Ornstein-Uhlenbeck processnonlinear time serieselectricity priceBarlow's modelsupply and demand equilibrium equationYeo-Johnson power transformation

Mathematics Subject Classification ID

Statistics (62-XX)

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• Realistic Statistical Modelling of Financial Data
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