Christensen, T.M.; Hurn, A.S.; Lindsay, K.A. - In: International Journal of Forecasting 28 (2012) 2, pp. 400-411
In many electricity markets, retailers purchase electricity at an unregulated spot price and sell to consumers at a heavily regulated price. Consequently, the occurrence of spikes in the spot electricity price represents a major source of risk for retailers, and the forecasting of these price...