• Title of article

    Extended ARMA models for estimating price developments on day-ahead electricity markets

  • Author/Authors

    Derk J. Swider، نويسنده , , Christoph Weber، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2007
  • Pages
    11
  • From page
    583
  • To page
    593
  • Keywords
    GARCH , Switching-regime , Electricity market , Price development , ARMA , Gaussian-mixture
  • Journal title
    Electric Power Systems Research
  • Serial Year
    2007
  • Journal title
    Electric Power Systems Research
  • Record number

    377490