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	Provedor de dados AgEcon (1) Autor Manera, Matteo (1) Plotegher, Michele (1) Serati, Massimiliano (1) Palavra-chave Autoregressive Models (1) C2 (1) C3 (1) Demand and Price Analysis (1) Dynamic Factor Models (1) Electricity Spot Prices (1) GARCH Models (1) Q4 (1) Regime Switching Models (1) Resource /Energy Economics and Policy (1) Mais... Tipo do documento Working or Discussion Paper (1) Ano 2008 (1) País United States (1) Idioma Inglês (1)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 1 Primeira ... 1 ... Última Modeling Electricity Prices: From the State of the Art to a Draft of a New Proposal AgEcon Serati, Massimiliano; Manera, Matteo; Plotegher, Michele. In the last decades a liberalization of the electric market has started; prices are now determined on the basis of contracts on regular markets and their behaviour is mainly driven by usual supply and demand forces. A large body of literature has been developed in order to analyze and forecast their evolution: it includes works with different aims and methodologies depending on the temporal horizon being studied. In this survey we depict the actual state of the art focusing only on the recent papers oriented to the determination of trends in electricity spot prices and to the forecast of these prices in the short run. Structural methods of analysis, which result appropriate for the determination of forward and future values are left behind. Studies have... Tipo: Working or Discussion Paper Palavras-chave: Electricity Spot Prices; Autoregressive Models; GARCH Models; Regime Switching Models; Dynamic Factor Models; Demand and Price Analysis; Resource /Energy Economics and Policy; C2; C3; Q4. Ano: 2008 URL: http://purl.umn.edu/44426 Registros recuperados: 1 Primeira ... 1 ... Última

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