Forecasting electricity prices and their volatilities using Unobserved Components
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Liu, Heping & Shi, Jing, 2013. "Applying ARMA–GARCH approaches to forecasting short-term electricity prices," Energy Economics, Elsevier, vol. 37(C), pages 152-166.
More about this item
KeywordsConditional heteroskedasticity; Dynamic factor analysis; Iberian market; Long run; Non-stationary; Short run;
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