Analyzing and forecasting electricity price using regime-switching models : the case of New Zealand market
Gaurav Kapoor, Nuttanan Wichitaksorn, Wenjun Zhang
| Year of publication: |
2023
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| Authors: | Kapoor, Gaurav ; Wichitaksorn, Nuttanan ; Zhang, WenJun |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 42.2023, 8, p. 2011-2026
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| Subject: | electricity price forecasting | extreme value theory | generalized Pareto distribution | Markov regime-switching model | New Zealand electricity market | Neuseeland | New Zealand | Strompreis | Electricity price | Prognoseverfahren | Forecasting model | Markov-Kette | Markov chain | Ausreißer | Outliers | Elektrizitätswirtschaft | Electric power industry | Prognose | Forecast |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.3004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014432832