Unveiling endogeneity and temporal dependence in energy prices and demand in Iberian countries: a stochastic hidden Markov model approach
type: Item
instance of: scholarly article
title: Unveiling endogeneity and temporal dependence in energy prices and demand in Iberian countries: a stochastic hidden Markov model approach
zbMATH Open document ID: 1494.91102
author: Jorge Antunes
author: Luis A. Gil-Alana
author: Rossana Riccardi
author: Yong Tan
author: Peter Wanke
published in: Annals of Operations Research
publication date: 2022-06-30T00:00:00Z
Mathematics Subject Classification ID: 91B74
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 62H05
zbMATH DE Number: 7550836
zbMATH Keywords: renewables
zbMATH Keywords: decarbonization
zbMATH Keywords: Iberian countries
zbMATH Keywords: energy demand
zbMATH Keywords: energy prices
zbMATH Keywords: stochastic HMM
zbMATH Keywords: copulas
zbMATH Keywords: bootstrapped VAR models
describes a project that uses: copula
describes a project that uses: fitdistrplus
describes a project that uses: vars
MaRDI profile type: MaRDI publication profile
full work available at URL: s10479-021-04211-z
OpenAlex ID: W3185147610
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cites work: Integrated data envelopment analysis and cooperative game for evaluating energy efficiency of transportation sector: a case of Iran
cites work: Non-parametric Estimation of Tail Dependence
cites work: Hidden Markov models for time series. An introduction using R
DOI: 10.1007/S10479-021-04211-Z
description: scientific article; zbMATH DE number 7550836