Short term forecasting of electricity prices for MISO hubs: Evidence from ARIMA-EGARCH models

Energy Economics

Volumn 30, Issue 6, 2008, Pages 3186-3197

  Bowden, Nicholas ^a   Payne, James E ^a  

^a ILLINOIS STATE UNIVERSITY   (United States)

Author keywords

EGARCH models; Electricity prices; Forecasting

Indexed keywords

ELECTRIC UTILITIES; FORECASTING; MATHEMATICAL OPERATORS; SPECIFICATIONS; TIME SERIES ANALYSIS;

ARIMA MODELS; AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTICITY; EGARCH MODELS; ELECTRICITY PRICES; ELECTRICITY PRICING; FORECAST EVALUATION; FORECASTING PERFORMANCE; INDEPENDENT SYSTEM OPERATOR; LEVERAGE EFFECTS; MICHIGAN; REAL TIME; SHORT-TERM FORECASTING; TIME SERIES MODELING; TIME-VARYING;

ELECTRIC LOAD FORECASTING;

ELECTRICITY SUPPLY; MODELING; PRICE DETERMINATION; TIME SERIES ANALYSIS;

EID: 52049123294     PISSN: 01409883     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eneco.2008.06.003     Document Type: Article

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