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

Research output: Contribution to journalArticleResearchpeer-review

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

Cite this

@article{0235508cf09147eea027d1717286f4d0,
title = "Bayesian density forecasting of intraday electricity prices using multivariate skew t distributions",
author = "Anastasios Panagiotelis and Michael Smith",
year = "2008",
doi = "10.1016/j.ijforecast.2008.08.009",
language = "English",
volume = "24",
pages = "710 -- 727",
journal = "International Journal of Forecasting",
issn = "0169-2070",
publisher = "Elsevier",
number = "4",

}

Bayesian density forecasting of intraday electricity prices using multivariate skew t distributions. / Panagiotelis, Anastasios; Smith, Michael.

In: International Journal of Forecasting, Vol. 24, No. 4, 2008, p. 710 - 727.

Research output: Contribution to journalArticleResearchpeer-review

TY - JOUR

T1 - Bayesian density forecasting of intraday electricity prices using multivariate skew t distributions

AU - Panagiotelis, Anastasios

AU - Smith, Michael

PY - 2008

Y1 - 2008

U2 - 10.1016/j.ijforecast.2008.08.009

DO - 10.1016/j.ijforecast.2008.08.009

M3 - Article

VL - 24

SP - 710

EP - 727

JO - International Journal of Forecasting

JF - International Journal of Forecasting

SN - 0169-2070

IS - 4

ER -