Forecasting day-ahead electricity prices with spatial dependence
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DOI: 10.1016/j.ijforecast.2023.11.006
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Cited by:
- Ergemen, Yunus Emre & Haldrup, Niels & Rodríguez-Caballero, Carlos Vladimir, 2016.
"Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads,"
Energy Economics, Elsevier, vol. 60(C), pages 79-96.
- Yunus Emre Ergemen & Niels Haldrup & Carlos Vladimir Rodríguez-Caballero, 2015. "Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads," CREATES Research Papers 2015-58, Department of Economics and Business Economics, Aarhus University.
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Keywords
Electricity price; Spatial dependence; Forecasting; R-vine copula; Graph Neural Network;All these keywords.
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