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Fitting semiparametric Markov regime-switching models to electricity spot prices

JOURNAL ARTICLE published March 2013 in Energy Economics

Authors: M. Eichler | D. Türk

A semiparametric approach to short-term oil price forecasting

JOURNAL ARTICLE published May 2001 in Energy Economics

Authors: Claudio Morana

Short term load forecasting using regime-switching GARCH models

PROCEEDINGS ARTICLE published July 2011 in 2011 IEEE Power and Energy Society General Meeting

Authors: Hao Chen | Fangxing Li | Qiulan Wan | Yurong Wang

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)

Authors: Bin Mei | Michael Wetzstein

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

Authors: Lu Wang | Jiangbin Wu | Yang Cao | Yanran Hong

Environmental Kuznets curves: Bayesian evidence from switching regime models

JOURNAL ARTICLE published March 2001 in Energy Economics

Authors: George E. Halkos | Efthymios G. Tsionas

Re-examining crude oil and natural gas price relationship: Evidence from time-varying regime-switching models

JOURNAL ARTICLE published May 2024 in Energy Economics

Authors: Mübariz Hasanli

An empirical comparison of alternate regime-switching models for electricity spot prices

JOURNAL ARTICLE published September 2010 in Energy Economics

Authors: Joanna Janczura | Rafal Weron

Regime switching model of US crude oil and stock market prices: 1859 to 2013

JOURNAL ARTICLE published May 2015 in Energy Economics

Authors: Mehmet Balcilar | Rangan Gupta | Stephen M. Miller

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

Authors: Somayeh Heydari | Afzal Siddiqui

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)

Authors: Tianxia Jia | Deniz Sezer | David Wood

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))

Authors: Pernille Seljom | Asgeir Tomasgard

Forecasting crude oil prices by a semiparametric Markov switching model: OPEC, WTI, and Brent cases

JOURNAL ARTICLE published August 2018 in Energy Economics

Authors: Arash Nademi | Younes Nademi

Convenience yield in commodity price modeling: A regime switching approach

JOURNAL ARTICLE published January 2016 in Energy Economics

Authors: Abdullah Almansour

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)

Authors: Wenqi Zhang | Cong Feng | Bri-Mathias Hodge

Accuracy and efficiency in the U.S. Department of Energy's short-term supply forecasts

JOURNAL ARTICLE published May 2008 in Energy Economics

Authors: Dwight R. Sanders | Mark R. Manfredo | Keith Boris

Short term forecasting of electricity prices for MISO hubs: Evidence from ARIMA-EGARCH models

JOURNAL ARTICLE published November 2008 in Energy Economics

Authors: Nicholas Bowden | James E. Payne

Regime-switching stochastic volatility: Evidence from the crude oil market

JOURNAL ARTICLE published September 2009 in Energy Economics

Authors: Minh T. Vo

On transition probabilities of regime switching in electricity prices

JOURNAL ARTICLE published May 2008 in Energy Economics

Authors: Takashi Kanamura | Kazuhiko Ōhashi

Estimation of productivity in Korean electric power plants: A semiparametric smooth coefficient model

JOURNAL ARTICLE published September 2014 in Energy Economics

Authors: Almas Heshmati | Subal C. Kumbhakar | Kai Sun