Showing 1 - 10 of 259
Persistent link: https://www.econbiz.de/10011302268
Persistent link: https://www.econbiz.de/10011951846
Persistent link: https://www.econbiz.de/10003716818
Persistent link: https://www.econbiz.de/10003769976
Persistent link: https://www.econbiz.de/10003777126
Nonlinear autoregressive Markov regime-switching models are intuitive and frequently proposed time series approaches for the modelling of electricity spot prices. In this paper such models are compared to an ordinary linear autoregressive model with regard to their forecast performance. The...
Persistent link: https://www.econbiz.de/10003075106
Persistent link: https://www.econbiz.de/10003310150
Persistent link: https://www.econbiz.de/10003835817
Persistent link: https://www.econbiz.de/10003808377
Persistent link: https://www.econbiz.de/10003808380