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
Keywords :
GARCH , Switching-regime , Electricity market , Price development , ARMA , Gaussian-mixture
Journal title :
Electric Power Systems Research
Journal title :
Electric Power Systems Research
