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Forecasting Italian electricity zonal prices with exogenous variables

Gianfreda, Angelica; Grossi, Luigi - In: Energy economics 34 (2012) 6, pp. 2228-2239

Persistent link: https://www.econbiz.de/10009688758

Forecasting Italian Electricity Zonal Prices with Exogenous Variables

Gianfreda, Angelica - 2019

We modelled electricity prices by fractionally integrated processes finding significant relations between zonal spot prices and exogenous variables. Day-ahead forecasts have been computed thanks to forecasted volumes and a scenario analysis

Persistent link: https://www.econbiz.de/10012905470

Forecasting electricity prices with expert, linear and non-linear models

Billé, Anna Gloria; Gianfreda, Angelica; Del Grosso, … - 2021

Persistent link: https://www.econbiz.de/10012627837

Comparing the forecasting performances of linear models for electricity prices with high RES penetration

Gianfreda, Angelica; Ravazzolo, Francesco; Rossini, Luca - In: International journal of forecasting 36 (2020) 3, pp. 974-986

Persistent link: https://www.econbiz.de/10012497125

Comparing the forecasting performances of linear models for electricity prices with high RES penetration

Gianfreda, Angelica; Ravazzolo, Francesco; Rossini, Luca - 2018

Persistent link: https://www.econbiz.de/10011798864

Forecasting electricity prices with expert, linear, and nonlinear models

Billé, Anna Gloria; Gianfreda, Angelica; Del Grosso, … - In: International journal of forecasting 39 (2023) 2, pp. 570-586

Persistent link: https://www.econbiz.de/10014465069

Large time-varying volatility models for electricity prices

Gianfreda, Angelica; Ravazzolo, Francesco; Rossini, Luca - 2020

Persistent link: https://www.econbiz.de/10012437473

Forecasting electricity prices : the impact of fundamentals and time-varying coefficients

Karakatsani, Nektaria V.; Bunn, Derek W. - In: International journal of forecasting 24 (2008) 4, pp. 764-785

Persistent link: https://www.econbiz.de/10003808390

Combining day-ahead forecasts for British electricity prices

Bordignon, Silvano; Bunn, Derek W.; Lisi, Francesco; … - In: Energy economics 35 (2013), pp. 88-103

Persistent link: https://www.econbiz.de/10009715186

Analysis and forecasting of electricity price risks with quantile factor models

Bunn, Derek W.; Andresen, Arne; Chen, Dipeng; … - In: The energy journal 37 (2016) 1, pp. 101-122

Persistent link: https://www.econbiz.de/10011437695