Day-ahead electricity price forecasting with high-dimensional structures : univariate vs. multivariate modeling frameworks
Year of publication: |
February 2018
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Authors: | Ziel, Florian ; Weron, Rafał |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 70.2018, p. 396-420
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Subject: | Electricity price forecasting | Day-ahead market | Univariate modeling | Multivariate modeling | Forecast combination | Regression | Variable selection | Lasso | Strompreis | Electricity price | Prognoseverfahren | Forecasting model | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Prognose | Forecast | Multivariate Analyse | Multivariate analysis | Modellierung | Scientific modelling | Regressionsanalyse | Regression analysis |
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