Electric Power Systems Research · 2006 · 91 citations · 24 references
Power MarketEconomicsEngineeringDay-ahead Electricity MarketsSmart GridPower TradingDemand ForecastingEnergy PolicyBusinessEconometricsEconomic AnalysisEnergy ForecastingForecastingArma ModelsPrice DevelopmentsMarket DesignFinanceElectricity Market
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Generalized autoregressive conditional heteroskedasticity
Tim Bollerslev · Journal of Econometrics · 1986 · 21.9K citations
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