Back to Results
First PageMeta Content
Mathematical sciences / Options / Markov models / Stochastic volatility / Volatility / Autoregressive conditional heteroskedasticity / Electricity market / Markov chain / Forecasting / Statistics / Mathematical finance / Time series analysis


Unobserved Component Model for Forecasting Electricity Prices and Their Volatilities Carolina García-Martos, Julio Rodríguez and María Jesús Sánchez∗ Abstract
Add to Reading List

Document Date: 2009-12-10 11:11:16

Open Document

File Size: 1,23 MB

Share Result on Facebook

Company

Diebold / /

Country

Australia / /

/

IndustryTerm

electricity price series / electricity / electricity prices / electricity log prices / electricity presents / electricity price dynamics / electricity price data / electricity markets / daily electricity spot prices / monthly electricity prices / /

Organization

Universidad Autónoma de Madrid / Universidad Politécnica de Madrid / /

Person

Lee / Carter / Julio Rodríguez / Carolina García-Martos / María Jesús Sánchez / Facultad de Ciencias Económicas / Escuela Técnica Superior Inge / Escuela Técnica Superior Ingenieros Industriales / /

Position

representative / Associate Professor / Teaching Assistant / /

ProvinceOrState

Queensland / South Australia / New South Wales / Victoria / /

Region

South Australia / South Wales / /

SocialTag