Application of the hodrick-prescott model for the price forecast of electricity in Colombia [Aplicación del modelo de hodrick-prescott para el pronóstico del precio de la electricidad en Colombia]
The Colombian electricity market aims to offer a continuous and reliable service. However, the specific characteristics associated with its high dependence on hydroelectric generation, the technical limitations that allow its storage and the passive behavior of demand jeopardize the fulfillment of t...
- Autores:
- Tipo de recurso:
- Fecha de publicación:
- 2019
- Institución:
- Universidad de Medellín
- Repositorio:
- Repositorio UDEM
- Idioma:
- spa
- OAI Identifier:
- oai:repository.udem.edu.co:11407/5771
- Acceso en línea:
- http://hdl.handle.net/11407/5771
- Palabra clave:
- Electricity price forecasting
Hodrick
Long-term seasonal component
Prescott filter
- Rights
- License
- http://purl.org/coar/access_right/c_16ec