Forecasting electricity spot market prices with a k-factor GIGARCH process-Reference-Cited by-同舟云学术

Forecasting electricity spot market prices with a k-factor GIGARCH process

Published:2009-04 Issue:4 Volume:86 Page:505-510
ISSN:0306-2619
Container-title:Applied Energy
language:en
Short-container-title:Applied Energy

Author:

Diongue Abdou Kâ,Guégan Dominique,Vignal Bertrand

Publisher

Elsevier BV

Subject

Management, Monitoring, Policy and Law,Mechanical Engineering,General Energy,Building and Construction

Reference16 articles.

1. Benini M, Marracci M, Pelacchi P, Venturini A. Day-ahead market price volatility analysis in deregulated electricity markets. In: Proceedings of the 2002 IEEE power engineering society summer meeting, vol. 3. Chicago, IL, United States 2002. p. 1354–9.

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3. Forecasting electricity prices for a day-ahead pool-based electric energy market;Conejo;Int J Forecasting,2005

4. Comparing predictive accuracy;Diebold;J Bus Econ Stat,1995

5. Estimating parameters of a k-factor GIGARCH process;Diongue;C.R. Acad. Sci. Paris,2004

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