• Title of article

    Predicting price spikes in electricity markets using a regime-switching model with time-varying parameters

  • Author/Authors

    Timothy D. Mount، نويسنده , , Yumei Ning، نويسنده , , Xiaobin Cai، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2006
  • Pages
    19
  • From page
    62
  • To page
    80
  • Keywords
    Price spikes , Regime-switching , Time-varying parameters , Reserve margin , Probability of switching
  • Journal title
    Energy Economics
  • Serial Year
    2006
  • Journal title
    Energy Economics
  • Record number

    173953

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=173953