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Forecasting electricity prices in deregulated wholesale spot electricity market : a review

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Uncovering the nonlinear predictive causality between natural gas and electricity prices

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Comparison of forecast performance for homogeneous, heterogeneous and shrinkage estimators : some empirical evidence from US electricity and natural-gas consumption

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Analysis and forecasting of electricity price risks with quantile factor models

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On the estimation of extreme values for risk assessment and management : the ACER method

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Forecasting day ahead electricity spot prices : the impact of the EXAA to other European electricity markets

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The role of residual demand in electricity price analysis and forecasting : case of Czech electricity market

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Deregulated Day-Ahead Electricity Markets in Southeast Europe : Price Forecasting and Comparative Structural Analysis

Hryshchuk, Antanina - 2018

the market, its degree of liberalization, and the level of volatility. A comparison of Southeast European electricity … two-week periods corresponding to different seasons and varying levels of volatility in all selected markets. The most …

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Forecasting of the Electricity Price on the Day-Ahead Electricity Market in Russia

Maksimov, Andrey - 2016

and hourly electricity prices on the day-ahead market for two price zones in Russia: European and Siberian ones. A set of …After analyzing the characteristics and pricing models on the Russian wholesale electricity market, some important …

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