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Power price forecasting using an ARIMA-EGARCH model in texas market
International Journal of Research in Finance and Management · 2019 · Vol. 2(2) · pp. 111–126
Abstract
There are several class of models to forecast electricity price and time series is one of the popular class. ERCOT market is different from other markets because it is very volatile market and is the subject of interest by many market participants. This paper attempts to forecast power prices in ERCOT market for short term.
Energy Load and Power ForecastingElectric Power System OptimizationStock Market Forecasting MethodsAutoregressive integrated moving averageEconometricsEconomicsPower (physics)Financial economicsTime seriesStatisticsMathematics
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