The forecasting accuracy of electricity price formation models

Journal

International Journal of Energy and Statistics

Subject

Management Science and Operations

Publishing details

International Journal of Energy and Statistics 2014 Vol 2:1 p 46023

Authors / Editors

Nan F; Bordignon S; Bunn D W; Lisi F

Biographies

Bunn D W

Publication Year

2014

Keywords

Forecasting; Electricity; Prices; ARMAX; Regime-switching; Time-varying parameters; Accuracy