Space-time modeling of electricity spot prices
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More about this item
KeywordsAutoregressive; Spatial-Time series; Spatial dependence;
- 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
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2015-06-13 (All new papers)
- NEP-ENE-2015-06-13 (Energy Economics)
- NEP-GEO-2015-06-13 (Economic Geography)
- NEP-URE-2015-06-13 (Urban & Real Estate Economics)
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