Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling

Energy Economics

Volumn 38, Issue , 2013, Pages 96-110

  Janczura, Joanna ^a   Trück, Stefan ^b   Weron, Rafał ^a   Wolff, Rodney C ^c  

^a WROCLAW UNIVERSITY OF TECHNOLOGY   (Poland)

^b MACQUARIE UNIVERSITY   (Australia)

^c UNIVERSITY OF QUEENSLAND   (Australia)

Author keywords

Electricity spot price; Outlier treatment; Price spike; Robust modeling; Seasonality

Indexed keywords

ELECTRICITY SPOT PRICE; OUTLIER TREATMENT; PRICE SPIKE; ROBUST MODELING; SEASONALITY;

CONTRACTS; COSTS; ECONOMICS; ELECTRICITY; ESTIMATION; STATISTICS;

POWER QUALITY;

EID: 84876797885     PISSN: 01409883     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eneco.2013.03.013     Document Type: Article

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