Combining GARCH Model Forecasts of Volatility With Alternative Weighting Schemes in Electricity Markets
Year of publication: |
2020
|
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Authors: | Zhang, Hanyu |
Other Persons: | Byrne, Julie (contributor) ; Assereto, Martina (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | ARCH-Modell | ARCH model | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Elektrizitätswirtschaft | Electric power industry | Schätzung | Estimation | Theorie | Theory |
Extent: | 1 Online-Ressource (24 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 14, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.3538154 [DOI] |
Classification: | C22 - Time-Series Models ; C52 - Model Evaluation and Testing ; C53 - Forecasting and Other Model Applications ; L94 - Electric Utilities ; q47 |
Source: | ECONIS - Online Catalogue of the ZBW |
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