Are low frequency macroeconomic variables important for high frequency electricity prices?
Claudia Foroni, Francesco Ravazzolo, Luca Rossini
| Year of publication: |
2023
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|---|---|
| Authors: | Foroni, Claudia ; Ravazzolo, Francesco ; Rossini, Luca |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 120.2023, p. 1-11
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| Subject: | Density forecasting | Electricity prices | Forecasting | MIDAS models | Mixed-frequency VAR models | Strompreis | Electricity price | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | VAR-Modell | VAR model | Theorie | Theory | Frühindikator | Leading indicator |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2022.106160 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014384007