Modeling hourly Electricity Spot Market Prices as non stationary functional times series
Year of publication: |
2010-09
|
---|---|
Authors: | Liebl, Dominik |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Functional principal component analysis | non stationary functional time series data | sparse data | electricity spot market prices | European Electricity Exchange (EEX) |
-
Liebl, Dominik, (2010)
-
Modeling hourly Electricity Spot Market Prices as non stationary functional times series
Liebl, Dominik, (2010)
-
Liebl, Dominik, (2010)
- More ...
-
Modeling and Forecasting Electricity Spot Prices: A Functional Data Perspective
Liebl, Dominik, (2013)
-
Liebl, Dominik, (2010)
-
Modeling hourly Electricity Spot Market Prices as non stationary functional times series
Liebl, Dominik, (2010)
- More ...