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.
- repec:spr:sistpr:v:21:y:2018:i:3:d:10.1007_s11203-017-9160-x is not listed on IDEAS
More about this item
KeywordsVolatility Daily peak demand SARIMA GARCH Piecewise linear regression;
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