Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models

DOI10.2202/1558-3708.1362zbMATH Open1260.91176OpenAlexW2117101278MaRDI QIDQ5452741FDOQ5452741

Authors: Adam Misiorek, Stefan Trück, Rafał Weron 

Publication date: 4 April 2008

Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL: https://eprints.qut.edu.au/8162/1/8162.pdf

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Mathematics Subject Classification ID

Economic time series analysis (91B84) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

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