Applying ARMA–GARCH approaches to forecasting short-term electricity prices

By Heping Liu, Jing Shi. 2013

196 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Electrical and Electronic Engineering

View Paper: https://www.semanticscholar.org/paper/a5c80dba6c403dfe82f0bb78da7f0258491ee047

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. R. Steinert
2. Florian Ziel
3. Rafal Weron
4. Grzegorz Marcjasz
5. Bartosz Uniejewski
6. Jakub Nowotarski
7. Michał Narajewski

In Electrical and Electronic Engineering

1. Florian Ziel
2. R. Steinert
3. Rafal Weron
4. Grzegorz Marcjasz
5. Bartosz Uniejewski
6. B. Schutter
7. Jesus Lago
8. Jakub Nowotarski

Citations in the corpus

• Electricity price forecasting using sale and purchase curves: The X-Model (2015, methodology): “In the area of time series models the usage of specific heteroscedastic models for the variance of the process are typical (e.g. Bowden and Payne (2008), Liu and Shi (2013)).”
• Efficient modeling and forecasting of electricity spot prices (2014, unknown): “This was later acknowledged for instance by Bowden and Payne (2008) and Liu and Shi (2013).”