Fany Nan

University of Padua - Department of Statistical Sciences

Via Battisti, 241

Padova, 35121

Italy

University of Verona - Department of Economics

Research fellow

Via dell'Artigliere, 8

37129 Verona

Italy

  • University of Padua - Department of Statistical Sciences

  • University of Verona - Department of Economics

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The Forecasting Accuracy of Electricity Price Formation Models

University of Padua Department of Statistical Sciences Working Paper No. 4
Number of pages: 33 Posted: 14 May 2010
Fany Nan, Fany Nan, Silvano Bordignon, Derek W. Bunn and Francesco Lisi
University of Padua - Department of Statistical SciencesUniversity of Verona - Department of Economics, University of Padua - Department of Statistical Sciences, London Business School and University of Padua - Department of Statistical Sciences
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Abstract:

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Forecasting, Electricity, Prices, ARMAX, Regime-Switching, Time-Varying Parameters, Accuracy