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Fitting semiparametric Markov regime-switching models to electricity spot prices JOURNAL ARTICLE published March 2013 in Energy Economics |
A semiparametric approach to short-term oil price forecasting JOURNAL ARTICLE published May 2001 in Energy Economics |
Short term load forecasting using regime-switching GARCH models PROCEEDINGS ARTICLE published July 2011 in 2011 IEEE Power and Energy Society General Meeting |
Burning wood pellets for US electricity generation? A regime switching analysis JOURNAL ARTICLE published June 2017 in Energy Economics Research funded by McIntire-Stennis (GEOZ-MS-0173) |
Forecasting renewable energy stock volatility using short and long-term Markov switching GARCH-MIDAS models: Either, neither or both? JOURNAL ARTICLE published July 2022 in Energy Economics |
Environmental Kuznets curves: Bayesian evidence from switching regime models JOURNAL ARTICLE published March 2001 in Energy Economics |
Re-examining crude oil and natural gas price relationship: Evidence from time-varying regime-switching models JOURNAL ARTICLE published May 2024 in Energy Economics |
An empirical comparison of alternate regime-switching models for electricity spot prices JOURNAL ARTICLE published September 2010 in Energy Economics |
Regime switching model of US crude oil and stock market prices: 1859 to 2013 JOURNAL ARTICLE published May 2015 in Energy Economics |
Valuing a gas-fired power plant: A comparison of ordinary linear models, regime-switching approaches, and models with stochastic volatility JOURNAL ARTICLE published May 2010 in Energy Economics |
Short-term wind speed forecasting with regime-switching and mixture models at multiple weather stations over a large geographical area JOURNAL ARTICLE published 1 July 2022 in Journal of Renewable and Sustainable Energy Research funded by Natural Sciences and Engineering Research Council of Canada (RGPIN/06512- 2016) |
Short-term uncertainty in long-term energy system models — A case study of wind power in Denmark JOURNAL ARTICLE published May 2015 in Energy Economics Research funded by Research Council of Norway ((207067)) |
Forecasting crude oil prices by a semiparametric Markov switching model: OPEC, WTI, and Brent cases JOURNAL ARTICLE published August 2018 in Energy Economics |
Convenience yield in commodity price modeling: A regime switching approach JOURNAL ARTICLE published January 2016 in Energy Economics |
A Regime-Switching Spatio-temporal GARCH Method for Short-Term Wind Forecasting PROCEEDINGS ARTICLE published 17 July 2022 in 2022 IEEE Power & Energy Society General Meeting (PESGM) |
Accuracy and efficiency in the U.S. Department of Energy's short-term supply forecasts JOURNAL ARTICLE published May 2008 in Energy Economics |
Short term forecasting of electricity prices for MISO hubs: Evidence from ARIMA-EGARCH models JOURNAL ARTICLE published November 2008 in Energy Economics |
Regime-switching stochastic volatility: Evidence from the crude oil market JOURNAL ARTICLE published September 2009 in Energy Economics |
On transition probabilities of regime switching in electricity prices JOURNAL ARTICLE published May 2008 in Energy Economics |
Estimation of productivity in Korean electric power plants: A semiparametric smooth coefficient model JOURNAL ARTICLE published September 2014 in Energy Economics |