Prediction of daily peak electricity demand in South Africa using volatility forecasting models

Author:

Sigauke C.,Chikobvu D.

Publisher

Elsevier BV

Subject

General Energy,Economics and Econometrics

Reference31 articles.

1. On the existence of higher-order moments of periodic GARCH models;Aknouche;Statistics and Probability Letters,2008

2. A smooth transition periodic autoregressive (STPAR) model for short-term load forecasting;Amaral;International Journal of Forecasting,2008

3. Combined use of unsupervised and supervised learning for daily peak load forecasting;Amin-Naseri;Energy Conversion and Management,2008

4. Estimation and inference in nonlinear structural models;Berndt;Annals of Economic and Social Measurement,1974

5. Generalized autoregressive conditional heteroscedasticity;Bollerslev;Journal of Econometrics,1986

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