Application of GARCH Model in the Forecasting of Day-Ahead Electricity Prices

Chengjun Li, Ming Zhang. Application of GARCH Model in the Forecasting of Day-Ahead Electricity Prices. In Jingsheng Lei, Jingtao Yao, Qingfu Zhang, editors, Third International Conference on Natural Computation, ICNC 2007, Haikou, Hainan, China, 24-27 August 2007, Volume 1. pages 99-103, IEEE, 2007. [doi]

Abstract

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