Calibration window selection based on change-point detection for forecasting electricity prices
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- Madadkhani, Shiva & Ikonnikova, Svetlana, 2024. "Toward high-resolution projection of electricity prices: A machine learning approach to quantifying the effects of high fuel and CO2 prices," Energy Economics, Elsevier, vol. 129(C).
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2022-05-09 (Econometrics)
- NEP-ENE-2022-05-09 (Energy Economics)
- NEP-ETS-2022-05-09 (Econometric Time Series)
- NEP-FOR-2022-05-09 (Forecasting)
- NEP-ORE-2022-05-09 (Operations Research)
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