Stochastic modeling of electricity prices using ARMA and ARMAX models

Examensarbete för masterexamen

Please use this identifier to cite or link to this item: https://hdl.handle.net/20.500.12380/157066
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Type: Examensarbete för masterexamen
Master Thesis
Title: Stochastic modeling of electricity prices using ARMA and ARMAX models
Authors: Axelsson, Robin
Keywords: Matematisk statistik;Annan matematik;Mathematical statistics;Other Mathematics
Issue Date: 2012
Publisher: Chalmers tekniska högskola / Institutionen för matematiska vetenskaper
Chalmers University of Technology / Department of Mathematical Sciences
URI: https://hdl.handle.net/20.500.12380/157066
Collection:Examensarbeten för masterexamen // Master Theses



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