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E-ISSN: 2617-5762|P-ISSN: 2617-5754
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2019, Vol. 2, Issue 2
Power price forecasting using an ARIMA-EGARCH model in texas market
Ritesh Kumar
There are several class of models to forecast electricity price and time series is one of the popular class. ERCOT market is different from other markets because it is very volatile market and is the subject of interest by many market participants. This paper attempts to forecast power prices in ERCOT market for short term.
Pages : 111-126 | 269 Views | 119 Downloads
How to cite this article:
Ritesh Kumar. Power price forecasting using an ARIMA-EGARCH model in texas market. Int J Res Finance Manage 2019;2(2):111-126. DOI: 10.33545/26175754.2019.v2.i2a.380
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