Projects funded by the NCN
Modeling and forecasting wholesale electricity prices using regime-switching models
2011/01/B/HS4/01077
Keywords:
power market day-ahead (spot) price price spike price forecast regime-switching model VAR model
Descriptors:
- HS4_3: Econometrics, statistical methods
- HS4_6: Financial markets, international finance, public finance
Panel:
HS4 - Individuals, institutions, markets: economics, finance, management, demography, social and economic geography, urban studies
Host institution :
Politechnika Wrocławska, Wydział Informatyki i Zarządzania
woj. dolnośląskie
Principal investigator (from the host institution):
Number of co-investigators in the project: 4
Call: OPUS 1 - announced on 2011-03-15
Amount awarded: 329 600 PLN
Project start date (Y-m-d): 2011-12-01
Project end date (Y-m-d): 2014-11-30
Project duration:: 36 months (the same as in the proposal)
Project status: Project settled