Regime-switching model of electricity prices for the Philippine energy market
To date,here has been no adequate model of energy prices in the Philippines. In this paper, a regime-switching approach is used to model the dynamics of electricity spot prices of the Philippine Wholesale Electricity Spot Market. Three regimes are considered to characterize a base regime, an upward...
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| Format: | Thèse |
| Langue: | English |
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Quezon City
Institute of Mathematics, College of Science, University of the Philippines Diliman
2014.
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