Paolo Chirico
Author's titles
Structural time series models for level and volatility of hourly
electricity prices
digital

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...
Browse the archive
Online First Articles
Recent issues
STATISTICA & APPLICAZIONI - 2022 - 2
STATISTICA & APPLICAZIONI - 2022 - 1
STATISTICA & APPLICAZIONI - 2021 - 2
STATISTICA & APPLICAZIONI - 2022 - 1
STATISTICA & APPLICAZIONI - 2021 - 2