Spot electricity price forecasting in Indian electricity market using autoregressive-GARCH models

Author:

Girish G.P.

Publisher

Elsevier BV

Subject

Energy (miscellaneous)

Reference41 articles.

1. Electricity price forecasting in deregulated markets: a review and evaluation;Aggarwal;Electr. Power Energy Syst.,2009

2. Design of input vector for day-ahead price forecasting of electricity markets;Amjady;Expert Syst. Appl.,2009

3. Short term forecasting of electricity prices for MISO hubs: evidence from ARIMA-EGARCH models;Bowden;Energy Econ.,2008

4. The price of convenience and the valuation of commodity contingent claims;Brennan,1991

5. Central Electricity Regulatory Commission, http://www.cercind.gov.in/(accessed in August 2015).

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