Bayesian density forecasting of intraday electricity prices using multivariate skew t distributions
Anastasios Panagiotelis; Michael Smith
| Year of publication: |
2008
|
|---|---|
| Authors: | Panagiotelis, Anastasios ; Smith, Michael |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 24.2008, 4, p. 710-727
|
| Subject: | VAR-Modell | VAR model | Strompreis | Electricity price | Spotmarkt | Spot market | Prognoseverfahren | Forecasting model | Statistische Verteilung | Statistical distribution |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003808377