García-Martos, Carolina; Caro, Eduardo; Sánchez, … - In: Journal of the Operational Research Society 66 (2015) 5, pp. 871-884
Electricity price forecasting is an interesting problem for all the agents involved in electricity market operation. For instance, every profit maximisation strategy is based on the computation of accurate one-day-ahead forecasts, which is why electricity price forecasting has been a growing...