Financial anomalies in the electricity market: Empirical analysis of spot prices [Anomalías Financieras en el Mercado de Electricidad: Análisis empririco de los precios spot]

A key element that must consider the electricity generators in their operation planning process is the electricity price forecasting. Thus, for this task it is fundamental to identify a forecasting tool. In this direction, this paper presents forecast models for the price of electricity in the Colom...

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Autores:

Tipo de recurso:

Fecha de publicación:

2018

Institución:

Universidad de Medellín

Repositorio:

Repositorio UDEM

Idioma:

spa

OAI Identifier:

oai:repository.udem.edu.co:11407/4860

Acceso en línea:

http://hdl.handle.net/11407/4860

Palabra clave:

Efficiency hypothesis
Electricity markets
Market anomalies
SARIMA-GARCH
Seasonality
Commerce
Costs
Efficiency
Financial data processing
Forecasting
Information systems
Information use
Asymmetric volatility
Conditional autoregressive
Electricity generators
Electricity price forecasting
Empirical analysis
SARIMA-GARCH
Seasonal autoregressive models
Seasonality
Power markets

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http://purl.org/coar/access_right/c_16ec