Article

Forecasting the Energy Markets

Derek W. Bunn and Nektaria V. Karakatsani

in The Oxford Handbook of Economic Forecasting

Published in print July 2011 | ISBN: 9780195398649
Published online September 2012 | | DOI: http://dx.doi.org/10.1093/oxfordhb/9780195398649.013.0023

Series: Oxford Handbooks

 Forecasting the Energy Markets

More Like This

Show all results sharing these subjects:

  • Economics
  • Financial Markets
  • Econometric and Statistical Methods and Methodology: General

GO

Show Summary Details

Preview

This article, which reviews the modeling and forecasting of energy commodities prices, with a particular focus on spot electricity prices, describes the complexities of the market and price formation, and the models that are used for forecasting in the face of these complexities. It also notes the need to adopt methods that allow for adaptation in the face of a changing environment.

Keywords: energy commodities prices; price forecasting; economic forecasting; spot electricity prices; price formation

Article.  6436 words. 

Subjects: Economics ; Financial Markets ; Econometric and Statistical Methods and Methodology: General

Full text: subscription required

How to subscribe Recommend to my Librarian

Buy this work at Oxford University Press »

Users without a subscription are not able to see the full content. Please, subscribe or login to access all content.