Modeling hourly Electricity Spot Market Prices as non stationary functional times series
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More about this item
KeywordsFunctional principal component analysis; non stationary functional time series data; sparse data; electricity spot market prices; European Electricity Exchange (EEX).;
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
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