Energy Exchange by employing MSARIMA and EGARCH models. CER prices have further been sub-divided into various time … (Conferences of the Parties). Apart from volatility modelling, the study also tries to forecasts daily CER price using MSARIMA …-EGARCH models. The study reveals that CER price exhibits non-stationarity, seasonality and time-varying volatility. MSARIMA …

Multiplicative Seasonal Autoregressive Integrated Moving Average (MSARIMA) model. It has been found that MSARIMA model outperforms … better load management and grid discipline, this study suggests employing sophisticated techniques like MSARIMA for peak load …