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Modeling regime switching in day-ahead market prices using Markov model

Yelena Vardanyan, Mohammad Reza Hesamzadeh. Modeling regime switching in day-ahead market prices using Markov model. In IEEE PES Innovative Smart Grid Technologies Conference Europe, ISGT-Europe 2016, Ljubljana, Slovenia, October 9-12, 2016. pages 1-6, IEEE, 2016. [doi]

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Yelena Vardanyan

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Mohammad Reza Hesamzadeh

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