Prediction of daily peak electricity demand in South Africa using volatility forecasting models
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- repec:eee:eneeco:v:67:y:2017:i:c:p:60-71 is not listed on IDEAS
- repec:spr:sistpr:v:20:y:2017:i:2:d:10.1007_s11203-016-9139-z is not listed on IDEAS
- Lisi, Francesco & Nan, Fany, 2014. "Component estimation for electricity prices: Procedures and comparisons," Energy Economics, Elsevier, vol. 44(C), pages 143-159.
- Aknouche, Abdelhakim, 2013. "Periodic autoregressive stochastic volatility," MPRA Paper 69571, University Library of Munich, Germany, revised 2015.
- Aknouche, Abdelhakim & Al-Eid, Eid & Demouche, Nacer, 2016. "Generalized quasi-maximum likelihood inference for periodic conditionally heteroskedastic models," MPRA Paper 75770, University Library of Munich, Germany, revised 19 Dec 2016.
More about this item
KeywordsVolatility Daily peak demand SARIMA GARCH Piecewise linear regression;
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