Modeling and forecasting multivariate electricity price spikes
Hans Manner, Dennis Türk, Michael Eichler
| Year of publication: |
November 2016
|
|---|---|
| Authors: | Manner, Hans ; Türk, Dennis ; Eichler, Michael |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 60.2016, p. 255-265
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| Subject: | Electricity price spikes | Multivariate binary choice models | Copulas | Vector autoregression | Strompreis | Electricity price | Multivariate Analyse | Multivariate analysis | Prognoseverfahren | Forecasting model | Theorie | Theory | Multivariate Verteilung | Multivariate distribution | Zeitreihenanalyse | Time series analysis | VAR-Modell | VAR model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2016.10.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011699897