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~isPartOf:"Energy economics"
~isPartOf:"International journal of computational economics and econometrics : IJCEE"
~subject:"ARMA model"
~subject:"Saisonale Schwankungen"
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Search: subject_exact:"Seasonal adjustment"
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ARMA model
Saisonale Schwankungen
Saisonkomponente
7
Seasonal component
7
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Theory
6
Seasonal variations
5
Time series analysis
5
Zeitreihenanalyse
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Electricity price
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Long-term seasonal component
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State space model
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1971-1997
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Energiekonsum
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Energy consumption
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Euro
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Großbritannien
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Hodrick-Prescott filter
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Weron, Rafał
2
Caporin, Massimiliano
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Elseidi, Mohammed
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García Mirantes, Andrés
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Marcjasz, Grzegorz
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Población, Javier
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Serna, Gregorio
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Thomakos, Dimitrios D.
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Energy economics
International journal of computational economics and econometrics : IJCEE
International journal of forecasting
8
Discussion paper / Tinbergen Institute
7
Tourism economics : the business and finance of tourism and recreation
6
Applied economics letters
5
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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1
Quantile regression-based seasonal adjustment
Caporin, Massimiliano
;
Elseidi, Mohammed
- In:
International journal of computational economics and …
13
(
2023
)
3
,
pp. 270-304
Persistent link: https://www.econbiz.de/10014312057
Saved in:
2
Using singular spectrum analysis for inference on seasonal time series with seasonal unit roots
Thomakos, Dimitrios D.
;
Hassani, Hossein
- In:
International journal of computational economics and …
10
(
2020
)
2
,
pp. 149-182
Persistent link: https://www.econbiz.de/10012226710
Saved in:
3
On the importance of the long-term seasonal component in day-ahead electricity price forecasting, part II, probabilistic forecasting
Uniejewski, Bartosz
;
Marcjasz, Grzegorz
;
Weron, Rafał
- In:
Energy economics
79
(
2019
),
pp. 171-182
Persistent link: https://www.econbiz.de/10012172272
Saved in:
4
A note on using the Hodrick-Prescott filter in electricity markets
Weron, Rafał
;
Zator, Michał
- In:
Energy economics
48
(
2015
),
pp. 1-6
Persistent link: https://www.econbiz.de/10011533689
Saved in:
5
The stochastic seasonal behavior of energy commodity convenience yields
García Mirantes, Andrés
;
Población, Javier
;
Serna, …
- In:
Energy economics
40
(
2013
),
pp. 155-166
Persistent link: https://www.econbiz.de/10010349595
Saved in:
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