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A Threshold Autoregressive Model for Wholesale Electricity Prices

Journal of the Royal Statistical Society. Series C: Applied Statistics - United Kingdom
doi 10.1111/j.1467-9876.2005.00484.x
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Abstract

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Categories
UncertaintyStatisticsProbability
Date

April 1, 2005

Authors
B. Ricky RambharatAnthony E. BrockwellDuane J. Seppi
Publisher

Wiley


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