Modeling spike occurrences in electricity spot prices for forecasting
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DOI: 10.26481/umamet.2012029
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Cited by:
- Stephen Machin & Olivier Marie & Sunčica Vujić, 2012.
"Youth Crime and Education Expansion,"
German Economic Review, Verein für Socialpolitik, vol. 13(4), pages 366-384, November.
- Machin Stephen & Vujić Sunčica & Marie Olivier, 2012. "Youth Crime and Education Expansion," German Economic Review, De Gruyter, vol. 13(4), pages 366-384, December.
- Machin, S. & Marie, O. & Vujic, S., 2012. "Youth crime and education expansion," Research Memorandum 036, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Machin, Stephen & Marie, Olivier & Vujic, Suncica, 2012. "Youth Crime and Education Expansion," IZA Discussion Papers 6582, Institute of Labor Economics (IZA).
- Machin, S. & Marie, O. & Vujic, S., 2012. "Youth crime and education expansion," ROA Research Memorandum 009, Maastricht University, Research Centre for Education and the Labour Market (ROA).
- Maciej Kostrzewski & Jadwiga Kostrzewska, 2021. "The Impact of Forecasting Jumps on Forecasting Electricity Prices," Energies, MDPI, vol. 14(2), pages 1-17, January.
- Eichler, M. & Türk, D., 2013. "Fitting semiparametric Markov regime-switching models to electricity spot prices," Energy Economics, Elsevier, vol. 36(C), pages 614-624.
- Eichler, M. & Türk, D.D.T., 2012. "Fitting semiparametric Markov regime-switching models to electricity spot prices," Research Memorandum 035, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Volodymyr Korniichuk, 2012. "Forecasting extreme electricity spot prices," Cologne Graduate School Working Paper Series 03-14, Cologne Graduate School in Management, Economics and Social Sciences.
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This paper has been announced in the following NEP Reports:- NEP-ENE-2012-07-01 (Energy Economics)
- NEP-FOR-2012-07-01 (Forecasting)
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