Modeling electricity price using a threshold conditional autoregressive geometric process jump model (Q2876225)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6331076
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Modeling electricity price using a threshold conditional autoregressive geometric process jump model |
scientific article; zbMATH DE number 6331076 |
Statements
Modeling Electricity Price Using A Threshold Conditional Autoregressive Geometric Process Jump Model (English)
0 references
18 August 2014
0 references
price spike
0 references
mean reversion
0 references
seasonality
0 references
long memory
0 references
heteroskedasticity
0 references
forecasting
0 references
0.765511691570282
0 references
0.7426955103874207
0 references
0.7388162612915039
0 references
0.7317776679992676
0 references
