Although Matlaba#39;s GARCH toolbox allows for joint estimation of AR(X)-GARCH type models the results are much worse than ... Since the system load partly explains the price behavior (see Figure 4.2), it was used as the fundamental variable.
Title | : | Modeling and Forecasting Electricity Loads and Prices |
Author | : | Rafal Weron |
Publisher | : | John Wiley & Sons - 2007-01-30 |
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