Zobrazeno 1 - 1
of 1
pro vyhledávání: '"Schafers, Kevin"'
In this work we considered several hybrid modelling approaches for forecasting energy spot prices in EPEC market. Hybridization is performed through combining a Naive model, Fourier analysis, ARMA and GARCH models, a mean-reversion and jump-diffusion
Externí odkaz:
http://arxiv.org/abs/2010.08400