Unveiling endogeneity and temporal dependence in energy prices and demand in Iberian countries: a stochastic hidden Markov model approach
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DOI: 10.1007/s10479-021-04211-z
Abstract: In this paper, we analyze the temporal dependence in energy prices and demand using daily data of Portugal and Spain over the period 2007–2017. The methodology used is based on a stochastic Hidden Markov Model… read more here.
Keywords: energy prices; future; energy; prices demand ... See more keywords