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Statistical Characteristics and Forecasting of Electricity Market Trading Price Volatility Based on ARIMA-GARCH and Hybrid Deep Learning Models-A Case Study of the Liaoning Electricity Market

Pengpeng Liu; Wei Zhang

Published
Publisher
IEEE
Journal / collection
2026 9th International Symposium on Big Data and Applied Statistics (ISBDAS)
Research area
AI & compute
Source type
Conference paper
DOI
10.1109/isbdas69350.2026.11484197

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Pengpeng Liu; Wei Zhang. Statistical Characteristics and Forecasting of Electricity Market Trading Price Volatility Based on ARIMA-GARCH and Hybrid Deep Learning Models-A Case Study of the Liaoning Electricity Market. 2026 9th International Symposium on Big Data and Applied Statistics (ISBDAS). 2026-03-06. https://doi.org/10.1109/isbdas69350.2026.11484197

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