In the new framework of competitive electricity markets, all power market participants need accurate price forecasting … perspective. Short term spot electricity price forecasting techniques are either inspired from electrical engineering literature … tools. Electricity price forecasts characterize significant information that can help captive power producer, independent …

from internet search queries performed on the search engine Google. The forecasting performance of the Google Inflation …, Survey of Professional Forecasters, and the Michigan Survey. While useful in developing models of forecasting inflation …

, are relevant to forecasting economic growth and stock returns, and whether they contain information that is orthogonal to …

Michigan Surveys of Consumers. While these measures have been useful in developing models of forecasting inflation, the data …

, forecasting of the full density for long horizons is feasible, which we pursue. We document variability in conditional variances … over time, which stresses the importance of careful modeling and forecasting of volatility. We show that improved model fit …