{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,9,11]],"date-time":"2024-09-11T11:59:13Z","timestamp":1726055953034},"publisher-location":"Cham","reference-count":16,"publisher":"Springer International Publishing","isbn-type":[{"type":"print","value":"9783030335847"},{"type":"electronic","value":"9783030335854"}],"license":[{"start":{"date-parts":[[2019,10,27]],"date-time":"2019-10-27T00:00:00Z","timestamp":1572134400000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"content-domain":{"domain":["link.springer.com"],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2020]]},"DOI":"10.1007\/978-3-030-33585-4_2","type":"book-chapter","created":{"date-parts":[[2019,10,26]],"date-time":"2019-10-26T16:03:38Z","timestamp":1572105818000},"page":"11-17","update-policy":"http:\/\/dx.doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":0,"title":["Estimation of Electricity Prices in the Mexican Market"],"prefix":"10.1007","author":[{"given":"Roman","family":"Rodriguez-Aguilar","sequence":"first","affiliation":[]},{"given":"Jose A.","family":"Marmolejo Saucedo","sequence":"additional","affiliation":[]},{"given":"Pandian","family":"Vasant","sequence":"additional","affiliation":[]}],"member":"297","published-online":{"date-parts":[[2019,10,27]]},"reference":[{"key":"2_CR1","unstructured":"Frain, J.C.: Maximum likelihood estimates of regression coefficients with alpha-stable residuals and day of week effects in total returns on equity indices. In: Trinity Economics Papers tep0108, Trinity College Dublin, Department of Economics (2008)"},{"issue":"5","key":"2_CR2","doi-asserted-by":"publisher","first-page":"788","DOI":"10.1214\/aop\/1176996846","volume":"1","author":"BF Logan","year":"1973","unstructured":"Logan, B.F., Mallows, C.L., Rice, S., Shepp, L.A.: Limit distributions of self-normalized sums. Ann. Probab. 1(5), 788\u2013809 (1973)","journal-title":"Ann. Probab."},{"issue":"5","key":"2_CR3","doi-asserted-by":"publisher","first-page":"948","DOI":"10.1214\/aos\/1176342516","volume":"1","author":"WH DuMouchel","year":"1973","unstructured":"DuMouchel, W.H.: On the asymptotic normality of the maximum likelihood estimate when sampling from a stable distribution. Ann. Stat. 1(5), 948\u2013957 (1973)","journal-title":"Ann. Stat."},{"key":"2_CR4","unstructured":"McCulloch, J.H.: Linear regression with stable distributions. In: Adler et al. (1998)"},{"issue":"323","key":"2_CR5","doi-asserted-by":"crossref","first-page":"817","DOI":"10.1080\/01621459.1968.11009311","volume":"63","author":"EF Fama","year":"1968","unstructured":"Fama, E.F., Roll, R.: Some properties of symmetric stable distributions. J. Am. Stat. Assoc. 63(323), 817\u2013836 (1968)","journal-title":"J. Am. Stat. Assoc."},{"issue":"2014","key":"2_CR6","doi-asserted-by":"publisher","first-page":"1030","DOI":"10.1016\/j.ijforecast.2014.08.008","volume":"30","author":"R Weron","year":"2014","unstructured":"Weron, R.: Electricity price forecasting: a review of the state of the art with a look into the future. Int. J. Forecast. 30(2014), 1030\u20131081 (2014)","journal-title":"Int. J. Forecast."},{"key":"2_CR7","doi-asserted-by":"publisher","DOI":"10.1002\/047122412X","volume-title":"Market Operations in Electric Power Systems: Forecasting, Scheduling, and Risk Management","author":"M Shahidehpour","year":"2002","unstructured":"Shahidehpour, M., Yamin, H., Li, Z.: Market Operations in Electric Power Systems: Forecasting, Scheduling, and Risk Management. Wiley, Hoboken (2002)"},{"key":"2_CR8","doi-asserted-by":"publisher","DOI":"10.1002\/9781118673362","volume-title":"Modeling and Forecasting Electricity Loads and Prices: A Statistical Approach","author":"R Weron","year":"2006","unstructured":"Weron, R.: Modeling and Forecasting Electricity Loads and Prices: A Statistical Approach. Wiley, Chichester (2006)"},{"key":"2_CR9","unstructured":"Zareipour, H.: Price-based energy management in competitive electricity markets. VDM Verlag Dr. M\u00fcller (2008)"},{"volume-title":"Modelling Prices in Competitive Electricity Markets","year":"2004","key":"2_CR10","unstructured":"Bunn, D.W. (ed.): Modelling Prices in Competitive Electricity Markets. Wiley, Chichester (2004)"},{"key":"2_CR11","volume-title":"Managing Energy Risk: An Integrated View on Power and Other Energy Markets","author":"M Burger","year":"2007","unstructured":"Burger, M., Graeber, B., Schindlmayr, G.: Managing Energy Risk: An Integrated View on Power and Other Energy Markets. Wiley, Hoboken (2007)"},{"key":"2_CR12","unstructured":"Huisman, R.: An Introduction to Models for the Energy Markets. Risk Books (2009)"},{"key":"2_CR13","volume-title":"Uncertainty in the Electric Power Industry","author":"R Weber","year":"2006","unstructured":"Weber, R.: Uncertainty in the Electric Power Industry. Springer, Heidelberg (2006)"},{"key":"2_CR14","unstructured":"Nolan, J.P.: Modeling financial data with stable distributions. Department of Mathematics and Statistics, American University (2005). http:\/\/academic2.american.edu\/~jpnolan\/"},{"issue":"2013","key":"2_CR15","doi-asserted-by":"publisher","first-page":"186","DOI":"10.1016\/j.jeconom.2012.08.008","volume":"172","author":"JP Nolan","year":"2013","unstructured":"Nolan, J.P., Ojeda-Revah, D.: Linear and nolinear regression with stable errors. J. Econometrics 172(2013), 186\u2013194 (2013)","journal-title":"J. Econometrics"},{"issue":"5","key":"2_CR16","doi-asserted-by":"publisher","first-page":"2067","DOI":"10.1007\/s00180-013-0396-7","volume":"23","author":"JP Nolan","year":"2013","unstructured":"Nolan, J.P.: Multivariate elliptically countered stable distributions: theory and estimation. Comput. Stat. 23(5), 2067\u20132089 (2013)","journal-title":"Comput. Stat."}],"container-title":["Advances in Intelligent Systems and Computing","Intelligent Computing and Optimization"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/978-3-030-33585-4_2","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2024,7,25]],"date-time":"2024-07-25T20:33:15Z","timestamp":1721939595000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/978-3-030-33585-4_2"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2019,10,27]]},"ISBN":["9783030335847","9783030335854"],"references-count":16,"URL":"https:\/\/doi.org\/10.1007\/978-3-030-33585-4_2","relation":{},"ISSN":["2194-5357","2194-5365"],"issn-type":[{"type":"print","value":"2194-5357"},{"type":"electronic","value":"2194-5365"}],"subject":[],"published":{"date-parts":[[2019,10,27]]},"assertion":[{"value":"27 October 2019","order":1,"name":"first_online","label":"First Online","group":{"name":"ChapterHistory","label":"Chapter History"}},{"value":"ICO","order":1,"name":"conference_acronym","label":"Conference Acronym","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"International Conference on Intelligent Computing & Optimization","order":2,"name":"conference_name","label":"Conference Name","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"Koh Samui","order":3,"name":"conference_city","label":"Conference City","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"Thailand","order":4,"name":"conference_country","label":"Conference Country","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"2019","order":5,"name":"conference_year","label":"Conference Year","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"3 October 2019","order":7,"name":"conference_start_date","label":"Conference Start Date","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"4 October 2019","order":8,"name":"conference_end_date","label":"Conference End Date","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"ico0","order":10,"name":"conference_id","label":"Conference ID","group":{"name":"ConferenceInfo","label":"Conference Information"}}]}}