Libri di Paolo Chirico - libri Statistica & Applicazioni

Paolo Chirico

Author's titles

Structural time series models for level and volatility of hourly electricity prices digital Structural time series models for level and volatility of hourly
electricity prices
Year: 2016
This study considers an empirical investigation of the hourly PUN, which is the spot price of a megawatt on the Italian electricity market. This price is characterised by strong intra-day seasonality, i.e., hourly effects, which influence the level and volatility price, and many parameters are involved in the ARMA-GARCH modelling process...
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