Chaâbane, Najeh; Saâdaoui, Foued; Benammou, Saloua - In: Global Business and Economics Review 14 (2012) 4, pp. 338-361
In the last decade, with deregulation and introduction of competition in power markets, prices forecasting have become a real challenge for all market participants. However, forecasting is a rather complex task since electricity prices involve many features comparably with financial ones....