Identifying electricity price jumps based on GARCH-ARJI Model
Wendong Chen; Fangrong Wu; Gengwei Chen; Bin Zou
- Published
- Publisher
- ACM
- Journal / collection
- Proceedings of the 2024 Guangdong-Hong Kong-Macao Greater Bay Area International Conference on Digital Economy and Artificial Intelligence
- Research area
- Energy & infrastructure
- Source type
- Conference paper
- DOI
- 10.1145/3675417.3675496
The original publisher provides the full text and its access options.
Cite this source
Wendong Chen; Fangrong Wu; Gengwei Chen; Bin Zou. Identifying electricity price jumps based on GARCH-ARJI Model. Proceedings of the 2024 Guangdong-Hong Kong-Macao Greater Bay Area International Conference on Digital Economy and Artificial Intelligence. 2024-01-19. https://doi.org/10.1145/3675417.3675496