مرکز منطقه ای اطلاع رساني علوم و فناوري - Predicting price spikes in electricity markets using a regime-switching model with time-varying parameters

Title of article :

Predicting price spikes in electricity markets using a regime-switching model with time-varying parameters

Author/Authors :

Timothy D. Mount، نويسنده , , Yumei Ning، نويسنده , , Xiaobin Cai، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2006

Pages :

From page :

To page :

Keywords :

Price spikes , Regime-switching , Time-varying parameters , Reserve margin , Probability of switching

Journal title :

Energy Economics

Serial Year :

2006

Journal title :

Energy Economics

Record number :

173953

Link To Document :