Managing electricity price modeling risk via ensemble forecasting: The case of Turkey
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DOI: 10.1016/j.enpol.2018.08.053
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- Jonathan Berrisch & Florian Ziel, 2023. "Multivariate Probabilistic CRPS Learning with an Application to Day-Ahead Electricity Prices," Papers 2303.10019, arXiv.org, revised Feb 2024.
- Rodrigo A. de Marcos & Derek W. Bunn & Antonio Bello & Javier Reneses, 2020. "Short-Term Electricity Price Forecasting with Recurrent Regimes and Structural Breaks," Energies, MDPI, vol. 13(20), pages 1-14, October.
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Keywords
Electricity markets; Day ahead auctions; Risk of price modeling; Ensemble forecasting; Multi-seasonality; Exogenous variable selection; Semi-transparent market;All these keywords.
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