Crespo Cuaresma, Jesús; Hlouskova, Jaroslava; … - In: Applied Energy 77 (2004) 1, pp. 87-106
This paper studies the forecasting abilities of a battery of univariate models on hourly electricity spot prices, using data from the Leipzig Power Exchange. The specifications studied include autoregressive models, autoregressive-moving average models and unobserved component models. The...