Forecasting hourly electricity prices using ARMAX–GARCH models: An application to MISO hubs
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More about this item
KeywordsElectricity; Pricing; MISO; GARCH; ARMAX;
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- L94 - Industrial Organization - - Industry Studies: Transportation and Utilities - - - Electric Utilities
- Q4 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy
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