Regression tree model versus Markov regime switching : a comparison for electricity spot price modelling and forecasting
Year of publication: |
2014
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Authors: | Samitas, Aristeidis ; Armenatzoglou, Aggelos |
Published in: |
Operational research : an international journal. - Berlin : Springer, ISSN 1866-1505, ZDB-ID 2425760-6. - Vol. 14.2014, 3, p. 319-340
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Subject: | Energy markets | Electricity prices | Parametric | Non parametric | Forecast performance | Strompreis | Electricity price | Prognoseverfahren | Forecasting model | Energiemarkt | Energy market | Markov-Kette | Markov chain | Spotmarkt | Spot market | Prognose | Forecast | Elektrizitätswirtschaft | Electric power industry | Theorie | Theory |
Extent: | graph. Darst. |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Systemvoraussetzung: Acrobat Reader |
Other identifiers: | 10.1007/s12351-014-0149-6 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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