Modelling and forecasting of day-ahead electricity price in Indian energy exchange : evidence from MSARIMA-EGARCH model
Year of publication: |
2014
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Authors: | Ghosh, Sajal ; Kanjilal, Kakali |
Published in: |
International journal of Indian culture and business management. - Genève : Inderscience Enterprises, ISSN 1753-0806, ZDB-ID 2422766-3. - Vol. 8.2014, 3, p. 413-423
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Subject: | Indian energy exchange | IEX | electricity price forecasting | volatility | ARIMA | EGARCH | Indien | India | Strompreis | Electricity price | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Prognose | Forecast |
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