Calibration of a threshold autoregressive econometric model able to include spikes and antispikes in the modelling of electricity hourly price time series is presented and discussed. The calibration method is tested on synthetic data obtained from the model itself.
Calibration of a SAS (spike-antispike) SETARX model for electricity prices
LUCHERONI, Carlo
2012-01-01
Abstract
Calibration of a threshold autoregressive econometric model able to include spikes and antispikes in the modelling of electricity hourly price time series is presented and discussed. The calibration method is tested on synthetic data obtained from the model itself.File in questo prodotto:
Non ci sono file associati a questo prodotto.
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
