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Janczura, Joanna's
Scholarly Papers
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Total Downloads
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Total
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Janczura, Joanna Hugo Steinhaus Center Trueck, Stefan Macquarie University Sydney - Department of Economics Weron, Rafal Wroclaw University of Technology - Institute of Organization and Management Wolff, Rodney Queensland University of Technology - School of Economics and Finance
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Electricity spot price, Outlier treatment, Price spike, Robust modeling, Seasonality
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Janczura, Joanna Hugo Steinhaus Center Weron, Rafal Wroclaw University of Technology - Institute of Organization and Management
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regime switching, heteroskedasticity, electricity spot price
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