An hour-ahead prediction model for heavy-tailed spot prices
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Coulon, Michael & Powell, Warren B. & Sircar, Ronnie, 2013. "A model for hedging load and price risk in the Texas electricity market," Energy Economics, Elsevier, vol. 40(C), pages 976-988.
- Luigi Cirocco & Martin Belusko & Frank Bruno & John Boland & Peter Pudney, 2014. "Optimisation of Storage for Concentrated Solar Power Plants," Challenges, MDPI, Open Access Journal, vol. 5(2), pages 1-31, December.
More about this item
KeywordsHeavy-tail; Median-reversion; Mean-reversion; Electricity spot market;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
- C54 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Quantitative Policy Modeling
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