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Forecasting electricity spot prices using time-series models with a double temporal segmentation

Bessec, Marie; Fouquau, Julien; Meritet, Sophie - 2014

Persistent link: https://www.econbiz.de/10010432183

Forecasting electricity spot prices using time-series models with a double temporal segmentation

Bessec, Marie; Fouquau, Julien; Meritet, Sophie - In: Applied economics 48 (2016) 4/6, pp. 361-378

Persistent link: https://www.econbiz.de/10011412836

Space-time modeling of electricity spot prices

Abate, Girum Dagnachew; Haldrup, Niels - In: The energy journal 38 (2017) 5, pp. 175-196

Persistent link: https://www.econbiz.de/10011791805

Combined Forecasts from Linear and Nonlinear Time Series Models

Terui, N.; van Dijk, Herman K. - 2000

Combined forecasts from a linear and a nonlinear model areinvestigated for timeseries with possibly nonlinear characteristics. The forecasts arecombined by aconstant coefficient regression method as well as a time varyingmethod. Thetime varying method allows for a locally (non)linear model....

Persistent link: https://www.econbiz.de/10010324396

Value at risk estimation by threshold stochastic volatility model

Huang, Alex - In: Applied economics 47 (2015) 43/45, pp. 4884-4900

Persistent link: https://www.econbiz.de/10011380922

Combined forecasts from linear and nonlinear time series models

Terui, Nobuhiko; Dijk, Herman K. van - 1999 - Rev.: November, 1999

Combined forecasts from a linear and a nonlinear model are investigated for time series with possibly nonlinear characteristics. The forecasts are combined by a constant coefficient regression method as well as a time varying method. The time varying method allows for a locally (non)linear...

Persistent link: https://www.econbiz.de/10011302611