The fundamental drivers of electricity price: a multi-scale adaptive regression analysis
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Social Sciences (miscellaneous),Mathematics (miscellaneous),Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s00181-020-01825-3.pdf
Reference46 articles.
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2. Afshar K, Bigdeli N (2011) Data analysis and short term load forecasting in Iran electricity market using singular spectral analysis (SSA). Energy 36(5):2620–2627. https://doi.org/10.1016/j.energy.2011.02.003
3. Alvarez-Ramirez J, Escarela-Perez R (2010) Time-dependent correlations in electricity markets. Energy Econ 32(2):269–277. https://doi.org/10.1016/j.eneco.2009.05.008
4. Barlow M (2002) A diffusion model for electricity prices. Math Finance 12:287–289
5. Belyaev L (2011) Electricity market reforms. Springer, New York
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