Long-term swings and seasonality in energy markets
Manuel Moreno, Alfonso Novales, Federico Platania
| Year of publication: |
2019
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|---|---|
| Authors: | Moreno, Manuel ; Novales, Alfonso ; Platania, Federico |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 279.2019, 3 (16.12.), p. 1011-1023
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| Subject: | Finance | Energy markets | Seasonality | Long-term swings | Kalman filter | Energiemarkt | Energy market | Saisonale Schwankungen | Seasonal variations | Zeitreihenanalyse | Time series analysis | Zustandsraummodell | State space model | Saisonkomponente | Seasonal component | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2019.05.042 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012102827