The influence of temperature on spike probability in day-ahead power prices

Energy Economics

Volumn 30, Issue 5, 2008, Pages 2697-2704

  Huisman, Ronald ^a  

^a ERASMUS UNIVERSITY ROTTERDAM   (Netherlands)

Author keywords

Day ahead prices; Regime switching models; Spikes; Temperature; Transition probability

Indexed keywords

COMPETITION; PROBABILITY;

(I ,J) CONDITIONS; ELSEVIER (CO); HIGH VOLATILITY; MEAN TEMPERATURES; POWER MARKETS; POWER PRICING; TIME-VARYING;

ELECTRIC LOAD FORECASTING;

COMMODITY PRICE; CRUDE OIL; ENERGY MARKET; PROBABILITY; TEMPERATURE EFFECT;

EID: 48049116192     PISSN: 01409883     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eneco.2008.05.007     Document Type: Article

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