The value of forecasts : quantifying the economic gains of accurate quarter-hourly electricity price forecasts
Year of publication: |
October 2018
|
---|---|
Authors: | Kath, Christopher ; Ziel, Florian |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 76.2018, p. 411-423
|
Subject: | Elastic net regression | Electricity price forecast | Forecasting | Markowitz portfolio | Portfolio analysis | Quarter-hourly spot prices | Strompreis | Electricity price | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection | Prognose | Forecast | Theorie | Theory |
-
Forecasting day-ahead electricity prices : utilizing hourly prices
Raviv, Eran, (2013)
-
Artificial neural networks for spot electricity price forecasting : a review
Vijayalakshmi, Sedidi, (2015)
-
Modeling and forecasting the electricity price in Iran using wavelet-based GARCH model
Pourghorban, Mojtaba, (2020)
- More ...
-
Conformal prediction interval estimation and applications to day-ahead and intraday power markets
Kath, Christopher, (2021)
-
On the evaluation of binary event probability predictions in electricity price forecasting
Vogler, Arne, (2019)
-
Short term load forecasting and the effect of temperature at the low voltage level
Arora, Siddharth,
- More ...