The Nordic/Baltic spot electric power system price : univariate nonlinear impulse-response analysis
Year of publication: |
2018
|
---|---|
Authors: | Solibakke, Per Bjarte |
Published in: |
The journal of energy markets. - London : Infopro Digital, ISSN 1756-3607, ZDB-ID 2428804-4. - Vol. 11.2018, 1, p. 35-75
|
Subject: | Nordic/Baltic spot electricity market | seasonality | conditional heteroscedasticity | asymmetry | renewables | Elektrizitätswirtschaft | Electric power industry | Strompreis | Electricity price | Energiemarkt | Energy market | Theorie | Theory | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Spotmarkt | Spot market |
-
A note on using the Hodrick-Prescott filter in electricity markets
Weron, Rafał, (2015)
-
Kalantzis, Fotis G., (2013)
-
Realized volatility and jump testing in the Japanese electricity spot market
Ciarreta, Aitor, (2020)
- More ...
-
Forecasting stochastic volatility characteristics for the financial fossil oil market densities
Solibakke, Per Bjarte, (2021)
-
Haugom, Erik, (2011)
-
On the estimation of extreme values for risk assessment and management : the ACER method
Dahlen, Kai Erik, (2015)
- More ...