Medium-Term Probabilistic Forecasting of Extremely Low Prices in Electricity Markets: Application to the Spanish Case
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Cited by:
- Nowotarski, Jakub & Weron, Rafał, 2018.
"Recent advances in electricity price forecasting: A review of probabilistic forecasting,"
Renewable and Sustainable Energy Reviews, Elsevier, vol. 81(P1), pages 1548-1568.
- Jakub Nowotarski & Rafal Weron, 2016. "Recent advances in electricity price forecasting: A review of probabilistic forecasting," HSC Research Reports HSC/16/07, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
- Loizidis, Stylianos & Kyprianou, Andreas & Georghiou, George E., 2024. "Electricity market price forecasting using ELM and Bootstrap analysis: A case study of the German and Finnish Day-Ahead markets," Applied Energy, Elsevier, vol. 363(C).
- Sheybanivaziri, Samaneh & Le Dréau, Jérôme & Kazmi, Hussain, 2024. "Forecasting price spikes in day-ahead electricity markets: techniques, challenges, and the road ahead," Discussion Papers 2024/1, Norwegian School of Economics, Department of Business and Management Science.
- Bastos, Guadalupe & García-Martos, Carolina, 2017. "Electricity prices forecasting by averaging dynamic factor models," DES - Working Papers. Statistics and Econometrics. WS 24028, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Stephen Haben & Julien Caudron & Jake Verma, 2021. "Probabilistic Day-Ahead Wholesale Price Forecast: A Case Study in Great Britain," Forecasting, MDPI, vol. 3(3), pages 1-37, August.
- Andrés M. Alonso & Guadalupe Bastos & Carolina García-Martos, 2016. "Electricity Price Forecasting by Averaging Dynamic Factor Models," Energies, MDPI, vol. 9(8), pages 1-21, July.
- Rodrigo A. de Marcos & Antonio Bello & Javier Reneses, 2019. "Short-Term Electricity Price Forecasting with a Composite Fundamental-Econometric Hybrid Methodology," Energies, MDPI, vol. 12(6), pages 1-15, March.
- Mazaher Haji Bashi & Gholamreza Yousefi & Claus Leth Bak & Jayakrishnan Radhakrishna Pillai, 2016. "Long Term Expected Revenue of Wind Farms Considering the Bidding Admission Uncertainty," Energies, MDPI, vol. 9(11), pages 1-17, November.
- Miguel A. Jaramillo-Morán & Agustín García-García, 2019. "Applying Artificial Neural Networks to Forecast European Union Allowance Prices: The Effect of Information from Pollutant-Related Sectors," Energies, MDPI, vol. 12(23), pages 1-18, November.
- Simon Pezzutto & Gianluca Grilli & Stefano Zambotti & Stefan Dunjic, 2018. "Forecasting Electricity Market Price for End Users in EU28 until 2020—Main Factors of Influence," Energies, MDPI, vol. 11(6), pages 1-18, June.
- Chuntian Cheng & Bin Luo & Shumin Miao & Xinyu Wu, 2016. "Mid-Term Electricity Market Clearing Price Forecasting with Sparse Data: A Case in Newly-Reformed Yunnan Electricity Market," Energies, MDPI, vol. 9(10), pages 1-22, October.
- Andersson, Jonas & Sheybanivaziri, Samaneh, 2023. "Probabilistic forecasting of electricity prices using an augmented LMARX-model," Discussion Papers 2023/11, Norwegian School of Economics, Department of Business and Management Science.
- Ziel, Florian & Steinert, Rick, 2018. "Probabilistic mid- and long-term electricity price forecasting," Renewable and Sustainable Energy Reviews, Elsevier, vol. 94(C), pages 251-266.
- Liu, Luyao & Bai, Feifei & Su, Chenyu & Ma, Cuiping & Yan, Ruifeng & Li, Hailong & Sun, Qie & Wennersten, Ronald, 2022. "Forecasting the occurrence of extreme electricity prices using a multivariate logistic regression model," Energy, Elsevier, vol. 247(C).
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- José R. Andrade & Jorge Filipe & Marisa Reis & Ricardo J. Bessa, 2017. "Probabilistic Price Forecasting for Day-Ahead and Intraday Markets: Beyond the Statistical Model," Sustainability, MDPI, vol. 9(11), pages 1-29, October.
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- 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.
- Claudio Monteiro & Ignacio J. Ramirez-Rosado & L. Alfredo Fernandez-Jimenez & Pedro Conde, 2016. "Short-Term Price Forecasting Models Based on Artificial Neural Networks for Intraday Sessions in the Iberian Electricity Market," Energies, MDPI, vol. 9(9), pages 1-24, September.
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Keywords
electricity markets; medium-term electricity price forecasting; probabilistic forecasting; extremely low prices; spikes; hybrid approach;All these keywords.
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