markets, such as Norway, Eastern Denmark and the Netherlands, we build specific models. The dissimilarity among these models … wholesale power markets have only recently been deregulated. We introduce the weather factor into well-known forecasting models … forecasts improves the forecast accuracy, and in particular new models with power transformations of weather forecast variables …

that next-day weather forecasts improve the forecast accuracy of day-ahead electricity prices substantially, suggesting …This paper examines the predictive power of weather for electricity prices in day-ahead markets in real time. We find … that weather forecasts can price the weather premium. Moreover, we find that the predictive power of weather forecasts for …

that next-day weather forecasts improve the forecast accuracy of day-ahead electricity prices substantially, suggesting …This paper examines the predictive power of weather for electricity prices in day-ahead markets in real time. We find … that weather forecasts can price the weather premium. Moreover, we find that the predictive power of weather forecasts for …

markets, such as Norway, Eastern Denmark and the Netherlands, we build specific models. The dissimilarity among these models … wholesale power markets have only recently been deregulated. We introduce the weather factor into well-known forecasting models … forecasts improves the forecast accuracy, and in particular new models with power transformations of weather forecast variables …

markets, such as Norway, Eastern Denmark and the Netherlands, we build specific models. The dissimilarity among these models … wholesale power markets have only recently been deregulated. We introduce the weather factor into well-known forecasting models … forecasts improves the forecast accuracy, and in particular new models with power transformations of weather forecast variables …

showing that incorporating weather forecasts in density forecasting does not deliver better density forecast performances. … that next-day weather forecasts improve the forecast accuracy of Scandinavian day-ahead electricity prices substantially in … confidence in the forecasting model, which results in high center-mass predictive densities. In density forecast, such a …

forecasting daily electricity prices in two of the main European markets, Germany and Italy. We do that by means of mixed …-frequency models, introducing a Bayesian approach to reverse unrestricted MIDAS models (RU-MIDAS). We study the forecasting accuracy …