Understanding intraday electricity markets : variable selection and very short-term price forecasting using LASSO
Year of publication: |
2019
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Authors: | Uniejewski, Bartosz ; Marcjasz, Grzegorz ; Weron, Rafał |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 35.2019, 4, p. 1533-1547
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Subject: | ARX model | Diebold-Mariano test | Intraday electricity market | LASSO | Price forecasting | Trading strategy | Variable selection | Prognoseverfahren | Forecasting model | Elektrizitätswirtschaft | Electric power industry | Prognose | Forecast | Theorie | Theory | Strompreis | Electricity price |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Erratum enthalten in: International journal of forecasting, Volume 37, issue 3 (July/September 2021), Seite 1310-1311 |
Other identifiers: | 10.1016/j.ijforecast.2019.02.001 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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