Journal article

Bayesian density forecasting of intraday electricity prices using multivariate skew t distributions

Anastasios Panagiotelis, Michael Smith

International Journal of Forecasting | ELSEVIER | Published : 2008

DOI: 10.1016/j.ijforecast.2008.08.009

University of Melbourne Researchers

Michael Smith Author Business Administration

Citation metrics

65Web of Science

Keywords

Parsimonious Covariance

Business & Economics

Electricity Spot Price Forecasting

Vector Autoregression

Longitudinal Model

Social Sciences

Continuous Ranked Probability Score