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A regime-switching stochastic volatility model for forecasting electricity prices

Exterkate, Peter; Knapik, Oskar - 2017

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Probabilistic electricity price forecasting with Bayesian stochastic volatility models

Kostrzewski, Maciej; Kostrzewska, Jadwiga - In: Energy economics 80 (2019), pp. 610-620

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Bayesian inference for a periodic stochastic volatility model of intraday electricity prices

Smith, Michael Stanley - In: Statistical modelling and regression structures : …, (pp. 353-376). 2010

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A fractional Brownian-Hawkes model for the Italian electricity spot market : estimation and forecasting

Giordano, Luca M.; Morale, Daniela - In: The journal of energy markets 14 (2021) 3, pp. 65-109

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Forecasting electricity price in Colombia : a comparison between neural network, ARMA process and hybrid models

Barrientos, Jorge Hugo; Orozco, Elkin Tabares; Velilla, … - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 3, pp. 97-106

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Estimating the value of flexibility from real options : on the accuracy of hybrid electricity price models

Pape, Christian; Woll, Oliver; Weber, Christoph - 2018

Practitioners in the electricity industry aim to assess the value of power plants or other real options several months or even years ahead of operation. Such a valuation is notably required for hedging purposes. The revenue streams to be earned in the spot market are thereby already secured on...

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Analysis of electricity prices for Central American countries using dynamic conditional score models

Blazsek, Szabolcs; Hernández, Hector - In: Empirical economics : a journal of the Institute for … 55 (2018) 4, pp. 1807-1848

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Are multifractal processes suited to forecasting electricity price volatility? : evidence from Australian intraday data

Segnon, Mawuli; Lau, Chi Keung; Wilfling, Bernd; Gupta, … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 1, pp. 73-98

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Electricity price forecasting accounting for renewable energies : optimal combined forecasts

García-Martos, Carolina; Caro, Eduardo; Sánchez, María J. - In: Journal of the Operational Research Society : OR 66 (2015) 5, pp. 871-884

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Determination of models of simple regression and multivariate analysis for the forecast of the electricity price in Colombia at 2030

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