Forecasting spikes in electricity prices

Christensen, Timothy, Hurn, Stan, & Lindsay, Ken (2012) Forecasting spikes in electricity prices. International Journal of Forecasting, 28(2), pp. 400-411.

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25 citations in Scopus
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21 citations in Web of Science®

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ID Code: 77271
Item Type: Journal Article
Refereed: Yes
Keywords: electricity prices, price spikes, autoregressive conditional duration, autoregressive conditional hazard, electricity futures
DOI: 10.1016/j.ijforecast.2011.02.019
ISSN: 1872-8200
Subjects: Australian and New Zealand Standard Research Classification > ECONOMICS (140000) > ECONOMETRICS (140300) > Economic Models and Forecasting (140303)
Australian and New Zealand Standard Research Classification > ECONOMICS (140000) > ECONOMETRICS (140300) > Time-Series Analysis (140305)
Divisions: Current > QUT Faculties and Divisions > QUT Business School
Current > Schools > School of Economics & Finance
Deposited On: 07 Oct 2014 07:04
Last Modified: 07 Oct 2014 07:06

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