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

Anastasios Panagiotelis, Michael Smith

Research output: Contribution to journal › Article › Research › peer-review

Original language	English
Pages (from-to)	710 - 727
Number of pages	18
Journal	International Journal of Forecasting
Volume	24
Issue number	4
DOIs	https://doi.org/10.1016/j.ijforecast.2008.08.009
Publication status	Published - 2008
Externally published	Yes

Access to Document

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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",

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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

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