Modeling Electricity Prices with Regime Switching Models.

Michael Bierbrauer Stefan Trück Rafal Weron

Published in: International Conference on Computational Science (2004)

Keyphrases

modeling framework
modeling method
computational modeling
complex systems
formal models
statistical models
electricity markets
market participants
neural network
hybrid models
modeling tool
mathematical modeling
stochastic models
electric power
model construction
steady state
long term