Accounting for extreme values in GARCH forecasts of day-ahead electricity prices /

QR Code (код быстрого отклика)

Accounting for extreme values in GARCH forecasts of day-ahead electricity prices /

Сохранить в:

Библиографические подробности
Главный автор:	Guirguis, Hany S.
Другие авторы:	Felder, Frank A.
Формат:	Статья
Язык:	English
Предметы:	Electricity markets Extreme values Forecasting GARCH Market clearing prices Time series analysis
Метки:	Добавить метку Нет меток, Требуется 1-ая метка записи!

Thư viện lưu trữ:	Thư viện Trường Đại học Đà Lạt

Схожие документы

Further advances in forecasting day-ahead electricity prices /
по: Guirguis, Hany S.

Further advances in forecasting day-ahead electricity prices /
по: Guirguis, Hany S.

An introduction to statistical modeling of extreme values /
по: Coles, Stuart, 1959-
Опубликовано: (2001)

The stable relationship between crude oil price and petrol price: Evidence from multivariate GARCH models
по: Nguyễn, Văn Tuấn
Опубликовано: (2022)

IoT Monitoring Stock Price Forecasting by Using Machine Learning Techniques
по: Le, Thi Thuy Linh, et al.
Опубликовано: (2021)

A value-based real time pricing under imperfect information on consumer behavior /
по: Kim, Balho H.

Spatial risk assessment for extreme river flows /
по: Keef, Caroline.

Modeling and Stochastic Learning for Forecasting in High Dimensions
по: Antoniadis, Anestis, et al.
Опубликовано: (2015)

Application of Machine Learning Techniques in Building a Time Series Forecasting Model of the Number of COVID-19 Infections
по: Tran, Thi My Linh, et al.
Опубликовано: (2022)

The dynamic relationship of oil price, gold price and stock market return - Evidence in Vietnam
по: Nguyễn, Phan Hồng Ngọc
Опубликовано: (2023)

Introduction to time-series modeling and forecasting in business and economics /
по: Gaynor, Patricia E.
Опубликовано: (1994)

Estimation risk in GARCH VaR and ES estimates /
по: Gao, Feng.

Các phương pháp thẩm định giá trị tài sản
по: Ngô Trí Long
Опубликовано: (1997)

Tuyển tập các phương pháp thẩm định giá trị tài sản
по: Đoàn, Văn Trường
Опубликовано: (2007)

Analysis of price-clearing in the generation bidding competition /

The strategy and tactics of pricing :
по: Nagle, Thomas T.
Опубликовано: (2002)

Marketing management for small and medium enterprises: Pricing and pricing strategy
Опубликовано: (2001)

On the relation between the vec and bekk multivariate GARCH models : Notes and problems /
по: Stelzer, Robert.

M-estimation in GARCH models /
по: Mukherjee, Kanchan.

Ergodicity, mixing, and existence of moments of a class of markov models with applications to garch and acd models /
по: Meitz, Mika.

Time Series Analysis Forecasting and Control (Revised Edition)
по: George, E. P.Box, et al.
Опубликовано: (2023)

Time series Analysis Forecasting and Control (Third Edition)
по: George, E. P. Box, et al.
Опубликовано: (2023)

Profit-based thermal unit maintenance scheduling under price volatility by reactive tabu search /
по: Sugimoto, Junjiro.

Real Options Valuation: The Importance of Stochastic Process Choice in Commodity Price Modelling
по: Schöne, Max
Опубликовано: (2015)

Stock trading techniques based on price patterns
по: Harris, Michael
Опубликовано: (2001)

Extremal combinatorics : with applications in computer science /
по: Jukna, Stasys, 1953-
Опубликовано: (2001)

Extremal combinatorics : with applications in computer science /
по: Jukna, Stasys, 1953-
Опубликовано: (2001)

Matrix formulas for nonstationary arima signal extraction /
по: McElroy, Tucker.

Forecasting, time series, and regression
по: Bowerman, Bruce L.
Опубликовано: (2005)

How to predict stock prices for profit
по: Watson, Mason
Опубликовано: (1972)

Extreme values and rising tendencies of sea levels along Vietnam coast /
по: Hoang Trung Thanh.

Pricing in the Electrical Oligopoly
по: Sultan, Ralph G. M.
Опубликовано: (1974)

Development of an integrated power market simulator for the korean electricity market /
по: Hur, Jin.

Fourier series and boundary value problems
по: James Ward Brown
Опубликовано: (2001)

Forecasting
по: Levenbach, Hans

Forecasting
по: Levenbach, Hans

Playing for your own audience : Extremism in two-party elections /
по: Virag, Gabor.

The price of prosperity
по: Chiaki, Nishiyama
Опубликовано: (1974)

Chuỗi thời gian phân tích và nhận dạng
по: Nguyễn, Hồ Quỳnh
Опубликовано: (2004)

Chuỗi thời gian :
по: Nguyễn, Hồ Quỳnh
Опубликовано: (2004)