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Search: subject:"Markov regime-switching"
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Electricity spot prices
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Markov regime-switching
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forecasting
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Kosater, Peter
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Mosler, Karl
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Discussion Papers in Econometrics and Statistics
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International review of financial analysis
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On the impact of weather on German hourly power prices
Kosater, Peter
-
Seminar für Wirtschafts- und Sozialstatistik, …
-
2006
, we proceed in the framework of
Markov
regime-switching
models which have become a workhorse in econometric modelling of …
Persistent link: https://www.econbiz.de/10009019643
Saved in:
2
Can
Markov-regime
switching
models improve power price forecasts? Evidence for German daily power prices
Kosater, Peter
;
Mosler, Karl
-
Seminar für Wirtschafts- und Sozialstatistik, …
-
2005
Nonlinear autoregressive
Markov
regime-switching
models are intuitive and frequently proposed time series approaches …
Markov
regime-switching
models provide better forecasts than linear models. …
Persistent link: https://www.econbiz.de/10009019664
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