Forecasting volatility of wind power production
Year of publication: |
2015
|
---|---|
Authors: | Shen, Zhiwei ; Ritter, Matthias |
Publisher: |
Berlin : Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk |
Subject: | wind energy | volatility forecasting | GARCH models | Markov regime-switching | realized volatility |
Series: | SFB 649 Discussion Paper ; 2015-026 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 826616720 [GVK] hdl:10419/119424 [Handle] |
Classification: | C22 - Time-Series Models ; Q42 - Alternative Energy Sources ; q47 |
Source: |
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