Modelling price spikes in electricity markets - the impact of load, weather and capacity
Year of publication: |
2014-05-16
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Authors: | Handika, Rangga ; Truong, Chi ; Trueck, Stefan ; Weron, Rafal |
Institutions: | Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska |
Subject: | Electricity markets | Price spikes | Selection bias | Inverse Mills ratio | Heckman selection model |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number HSC/14/08 27 pages |
Classification: | C22 - Time-Series Models ; C51 - Model Construction and Estimation ; C53 - Forecasting and Other Model Applications ; Q41 - Demand and Supply ; q47 |
Source: |
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