A Hawkes Model Approach to Modeling Price Spikes in the Japanese Electricity Market
The Japan Electric Power Exchange (JEPX) provides a platform for the trading of electric energy in a manner similar to more traditional financial markets. As the number of market agents increase, there is an increasing need for effective price-forecasting models. Electricity price data are observed...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2023-02-01
|
| Series: | Energies |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1996-1073/16/4/1570 |