An empirical comparison of alternate regime-switching models or electricity spot prices
Year of publication: |
2010-02-06
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Authors: | Janczura, Joanna ; Weron, Rafal |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Electricity spot price | Spikes | Markov regime-switching | Heteroscedasticity |
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