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Adding dummy variables: A simple approach for improved volatility forecasting in electricity market

Authors :
Boqiang Lin
Xu Gong
Source :
Journal of Management Science and Engineering. 8:191-213
Publication Year :
2023
Publisher :
Elsevier BV, 2023.

Details

ISSN :
20962320
Volume :
8
Database :
OpenAIRE
Journal :
Journal of Management Science and Engineering
Accession number :
edsair.doi...........b1669e3423a8d034f7a1d898a8679ae7
Full Text :
https://doi.org/10.1016/j.jmse.2022.09.001