This study used dummy variables to measure the influence of day-of-the-week effects and structural breaks on volatility. Considering day-of-the-week effects, structural breaks, or both, we propose three classes of HAR models to forecast electricity volatility based on existing HAR models. The...

This paper uses a macroeconomic approach to develop a long-run electricity demand model to analyze the main factors affecting electricity demand in the Peopleís Republic of China (PRC). As expected, the relationship among variables is more stable and significant after the PRCís economic...