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~person:"Kosater, Peter"
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Search: subject:"Markov regime-switching"
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Electricity spot prices
4
Markov regime-switching
4
Weather
2
forecasting
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Kosater, Peter
Ma, Feng
8
Serletis, Apostolos
8
Lutz, Benjamin Johannes
7
Pigorsch, Uta
7
Rotfuß, Waldemar
7
Xu, Libo
7
Blazsek, Szabolcs
6
Franses, Philip Hans
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Janczura, Joanna
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Shi, Yanlin
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Weron, Rafal
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Bilgili, Faik
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Chang, Kuang-Liang
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Ho, Kin-Yip
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Legerstee, Rianne
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Chourdakis, Kyriakos
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Doğan, İbrahim
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Feld, Lars P.
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Galagedera, Don U.A.
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Köhler, Ekkehard A.
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Lanne, Markku
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Leung, Charles Ka Yui
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Luetkepohl, Helmut
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Spagnolo, Fabio
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Tzavalis, Elias
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Bautista, Carlos C.
3
Bianchi, Daniele
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Bohl, Martin T.
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Chen, Jieting
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Chen, Nan-Kuang
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Chevallier, Julien
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Cifarelli, Giulio
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Dibooglu, Sel
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Endres, Sylvia
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Escribano, Álvaro
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Goutte, Stéphane
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Guidolin, Massimo
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Halbheer, Daniel
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Holmes, Mark J.
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Seminar für Wirtschafts- und Sozialstatistik, Wirtschafts- und Sozialwissenschaftliche Fakultät
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Discussion Papers in Econometrics and Statistics
2
Discussion Papers in Statistics and Econometrics
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EconStor
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1
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
On the impact of weather on German hourly power prices
Kosater, Peter
-
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/10010298428
Saved in:
3
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
Saved in:
4
Can
Markov-regime
switching
models improve power price forecasts? Evidence for German daily power prices
Kosater, Peter
;
Mosler, Karl
-
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/10010298427
Saved in:
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