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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|Item Type:||Journal Article|
|Keywords:||electricity prices, price spikes, autoregressive conditional duration, autoregressive conditional hazard, electricity futures|
|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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