frequency electricity demand forecasting. The overall accuracy of the proposed GAM specification in predicting demand is … electricity demand in Australia to the time of the day and intra-day temperature. We show a superior model fit when using Daylight … that relates instantaneous electricity demand sensitivity to temperature as a function of the daily activity cycle. The …

family (ARCH, GARCH, TGARCH, EGARCH and PGARCH) and ARIMA models are used to assess and forecast volatilities in prices on … the Nigeria stock market. The EGARCH model is found to be the most efficient for forecasting volatilities and has the … years. The forecasting performance shows the volatility in the Nigeria stock market to be on the increase for the next four …

Short-term electricity price forecasting has received considerable attention in recent years. Despite this increased … electricity market (SEM). We utilized several forecasting approaches ranging from standard conditional volatility models to … interest, the literature lacks a concrete consensus on the most suitable forecasting approach. This study reports an extensive …