The forecasting performance of a finite mixture regime-switching model for daily electricity prices
Year of publication: |
2014
|
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Authors: | Chen, Dipeng ; Bunn, Derek W. |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 33.2014, 5, p. 364-375
|
Subject: | regime switching | finite mixtures | electricity | Strompreis | Electricity price | Prognoseverfahren | Forecasting model | Markov-Kette | Markov chain | ARCH-Modell | ARCH model | Elektrizitätswirtschaft | Electric power industry | Statistische Verteilung | Statistical distribution |
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