Bayesian density forecasting of intraday electricity prices using multivariate skew t distributions

Anastasios Panagiotelis, Michael Smith

Research output: Contribution to journalArticleResearchpeer-review

70 Citations (Scopus)
Original languageEnglish
Pages (from-to)710 - 727
Number of pages18
JournalInternational Journal of Forecasting
Volume24
Issue number4
DOIs
Publication statusPublished - 2008
Externally publishedYes

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