Product of bi-dimensional VAR(1) model components. An application to the cost of electricity load prediction errors (Q6139261)

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scientific article; zbMATH DE number 7790958
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Product of bi-dimensional VAR(1) model components. An application to the cost of electricity load prediction errors
scientific article; zbMATH DE number 7790958

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    Product of bi-dimensional VAR(1) model components. An application to the cost of electricity load prediction errors (English)
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    18 January 2024
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    product
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    autocovariance
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    vector autoregression
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    bivariate distribution
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    electricity market
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