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전력계통한계가격 변동성 결정요인 분석: 베이지안 변수선택 방법
이서진
; 김영민
Article
Issue Date
2022
Citation
자원환경경제연구, v.31, no.3, pp.393 - 417
Publisher
한국환경경제학회
Exchange rate predictability: A variable selection perspective
Kim; Y.M.;
Lee, Seojin
; S.
Article
Issue Date
2020
Citation
International Review of Economics and Finance, v.70, pp.117 - 134
Publisher
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Electricity price volatility
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Exchange rates
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Forecasting
1
MARKOV-SWITCHING MODEL
1
Realized volatility
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Regime-switching
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SAMPLE FORECASTING PERFORMANCE
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Solar power
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STOCK RETURN PREDICTABILITY
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