Modeling regime switching in day-ahead market prices using Markov model.

Yelena Vardanyan Mohammad Reza Hesamzadeh

Published in: ISGT Europe (2016)

Keyphrases

markov model
market prices
electric power
stock market
markov chain
supply chain management
hidden markov models
statistical model
natural gas
short term
electricity markets
long term
knowledge representation
numerical simulations
trading agents