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Modeling and forecasting multivariate electricity price spikes
Manner, Hans; Türk, Dennis; Eichler, Michael - In: Energy economics 60 (2016), pp. 255-265
Persistent link: https://www.econbiz.de/10011699897
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Equation-by-equation estimation of multivariate periodic electricity price volatility
Escribano, Álvaro; Sucarrat, Genaro - In: Energy economics 74 (2018), pp. 287-298
Persistent link: https://www.econbiz.de/10011972846
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Day-ahead electricity price forecasting with high-dimensional structures : univariate vs. multivariate modeling frameworks
Ziel, Florian; Weron, Rafał - In: Energy economics 70 (2018), pp. 396-420
Persistent link: https://www.econbiz.de/10011942844
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From point forecasts to multivariate probabilistic forecasts : the Schaake shuffle for day-ahead electricity price forecasting
Grothe, Oliver; Kächele, Fabian; Krüger, Fabian - In: Energy economics 120 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014283270
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Multivariable short-term electricity price forecasting using artificial intelligence and multi-input multi-output scheme
Jiang, Ping; Nie, Ying; Wang, Jianzhou; Huang, Xiaojia - In: Energy economics 117 (2023), pp. 1-21
Persistent link: https://www.econbiz.de/10014436651