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Forecasting electricity prices for a day-ahead pool-based electric energy market

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Cited by:

  1. Özen, Kadir & Yıldırım, Dilem, 2021. "Application of bagging in day-ahead electricity price forecasting and factor augmentation," Energy Economics, Elsevier, vol. 103(C).
  2. Jichun Liu & Yangfang Yang & Yue Xiang & Junyong Liu, 2019. "A Power Exchange Strategy for Multiple Areas with Hydro Power and Flexible Loads," Energies, MDPI, vol. 12(6), pages 1-17, March.
  3. Salas-Molina, Francisco & Martin, Francisco J. & Rodríguez-Aguilar, Juan A. & Serrà, Joan & Arcos, Josep Ll., 2017. "Empowering cash managers to achieve cost savings by improving predictive accuracy," International Journal of Forecasting, Elsevier, vol. 33(2), pages 403-415.
  4. Panapakidis, Ioannis P. & Dagoumas, Athanasios S., 2016. "Day-ahead electricity price forecasting via the application of artificial neural network based models," Applied Energy, Elsevier, vol. 172(C), pages 132-151.
  5. Barrow, Devon & Kourentzes, Nikolaos, 2018. "The impact of special days in call arrivals forecasting: A neural network approach to modelling special days," European Journal of Operational Research, Elsevier, vol. 264(3), pages 967-977.
  6. Angelica Gianfreda & Francesco Ravazzolo & Luca Rossini, 2023. "Large Time‐Varying Volatility Models for Hourly Electricity Prices," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(3), pages 545-573, June.
  7. Diongue, Abdou Kâ & Guégan, Dominique & Vignal, Bertrand, 2009. "Forecasting electricity spot market prices with a k-factor GIGARCH process," Applied Energy, Elsevier, vol. 86(4), pages 505-510, April.
  8. 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.
  9. Shao, Zhen & Zheng, Qingru & Yang, Shanlin & Gao, Fei & Cheng, Manli & Zhang, Qiang & Liu, Chen, 2020. "Modeling and forecasting the electricity clearing price: A novel BELM based pattern classification framework and a comparative analytic study on multi-layer BELM and LSTM," Energy Economics, Elsevier, vol. 86(C).
  10. Arne Vogler & Florian Ziel, "undated". "On The Evaluation Of Binary Event Probability Predictions In Electricity Price Forecasting," EWL Working Papers 1911, University of Duisburg-Essen, Chair for Management Science and Energy Economics.
  11. Shariatzadeh, Farshid & Mandal, Paras & Srivastava, Anurag K., 2015. "Demand response for sustainable energy systems: A review, application and implementation strategy," Renewable and Sustainable Energy Reviews, Elsevier, vol. 45(C), pages 343-350.
  12. Herrera, Rodrigo & González, Nicolás, 2014. "The modeling and forecasting of extreme events in electricity spot markets," International Journal of Forecasting, Elsevier, vol. 30(3), pages 477-490.
  13. Francesco Lisi & Ismail Shah, 2024. "Joint Component Estimation for Electricity Price Forecasting Using Functional Models," Energies, MDPI, vol. 17(14), pages 1-18, July.
  14. Weron, Rafal, 2008. "Market price of risk implied by Asian-style electricity options and futures," Energy Economics, Elsevier, vol. 30(3), pages 1098-1115, May.
  15. Liyang Tang, 2020. "Application of Nonlinear Autoregressive with Exogenous Input (NARX) neural network in macroeconomic forecasting, national goal setting and global competitiveness assessment," Papers 2005.08735, arXiv.org.
  16. Gianfreda, Angelica & Grossi, Luigi, 2012. "Forecasting Italian electricity zonal prices with exogenous variables," Energy Economics, Elsevier, vol. 34(6), pages 2228-2239.
  17. Jesus Lago & Fjo De Ridder & Peter Vrancx & Bart De Schutter, 2017. "Forecasting day-ahead electricity prices in Europe: the importance of considering market integration," Papers 1708.07061, arXiv.org, revised Dec 2017.
  18. Carlo Fezzi & Derek Bunn, 2010. "Structural Analysis of Electricity Demand and Supply Interactions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 72(6), pages 827-856, December.
  19. Д.О. Афанасьев1 & * & Е.А. Федорова2 & **, 2019. "Краткосрочное Прогнозирование Цены Электроэнергии На Российском Рынке С Использованием Класса Моделей Scarx," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), vol. 55(1), pages 68-84, январь.
  20. Katarzyna Maciejowska & Rafal Weron, 2013. "Forecasting of daily electricity spot prices by incorporating intra-day relationships: Evidence form the UK power market," HSC Research Reports HSC/13/01, Hugo Steinhaus Center, Wroclaw University of Technology, revised 15 Apr 2013.
  21. Sinha, Pankaj & Mathur, Kritika, 2016. "Empirical Analysis of Developments in the Day Ahead Electricity Markets in India," MPRA Paper 72969, University Library of Munich, Germany.
  22. Hajar Nasrazadani & Maria Pilar Mu oz Gracia, 2017. "Comparing Iranian and Spanish Electricity Markets with Nonlinear Time Series," International Journal of Energy Economics and Policy, Econjournals, vol. 7(2), pages 262-286.
  23. Billé, Anna Gloria & Gianfreda, Angelica & Del Grosso, Filippo & Ravazzolo, Francesco, 2023. "Forecasting electricity prices with expert, linear, and nonlinear models," International Journal of Forecasting, Elsevier, vol. 39(2), pages 570-586.
  24. Pineda, S. & Conejo, A.J., 2012. "Managing the financial risks of electricity producers using options," Energy Economics, Elsevier, vol. 34(6), pages 2216-2227.
  25. Agustín A. Sánchez de la Nieta & Virginia González & Javier Contreras, 2016. "Portfolio Decision of Short-Term Electricity Forecasted Prices through Stochastic Programming," Energies, MDPI, vol. 9(12), pages 1-19, December.
  26. Thao Pham & Killian Lemoine, 2020. "Impacts of subsidized renewable electricity generation on spot market prices in Germany : Evidence from a GARCH model with panel data," Working Papers hal-02568268, HAL.
  27. Jichun Liu & Jianhua Li & Yue Xiang & Shuai Hu, 2019. "Optimal Sizing of Hydro-PV-Pumped Storage Integrated Generation System Considering Uncertainty of PV, Load and Price," Energies, MDPI, vol. 12(15), pages 1-23, August.
  28. Rafal Weron & Adam Misiorek, 2006. "Short-term electricity price forecasting with time series models: A review and evaluation," HSC Research Reports HSC/06/01, Hugo Steinhaus Center, Wroclaw University of Technology.
  29. Daniel Manfre Jaimes & Manuel Zamudio López & Hamidreza Zareipour & Mike Quashie, 2023. "A Hybrid Model for Multi-Day-Ahead Electricity Price Forecasting considering Price Spikes," Forecasting, MDPI, vol. 5(3), pages 1-23, July.
  30. Ioannidis, Filippos & Kosmidou, Kyriaki & Savva, Christos & Theodossiou, Panayiotis, 2021. "Electricity pricing using a periodic GARCH model with conditional skewness and kurtosis components," Energy Economics, Elsevier, vol. 95(C).
  31. repec:bny:wpaper:0060 is not listed on IDEAS
  32. Marie Bessec & Julien Fouquau & Sophie Meritet, 2016. "Forecasting electricity spot prices using time-series models with a double temporal segmentation," Applied Economics, Taylor & Francis Journals, vol. 48(5), pages 361-378, January.
  33. Kristiansen, Tarjei, 2012. "Forecasting Nord Pool day-ahead prices with an autoregressive model," Energy Policy, Elsevier, vol. 49(C), pages 328-332.
  34. Tan, Zhongfu & Zhang, Jinliang & Wang, Jianhui & Xu, Jun, 2010. "Day-ahead electricity price forecasting using wavelet transform combined with ARIMA and GARCH models," Applied Energy, Elsevier, vol. 87(11), pages 3606-3610, November.
  35. Karakatsani, Nektaria V. & Bunn, Derek W., 2008. "Forecasting electricity prices: The impact of fundamentals and time-varying coefficients," International Journal of Forecasting, Elsevier, vol. 24(4), pages 764-785.
  36. Goodarzi, Shadi & Perera, H. Niles & Bunn, Derek, 2019. "The impact of renewable energy forecast errors on imbalance volumes and electricity spot prices," Energy Policy, Elsevier, vol. 134(C).
  37. Rafal Weron & Adam Misiorek, 2005. "Forecasting Spot Electricity Prices With Time Series Models," Econometrics 0504001, University Library of Munich, Germany.
  38. Bartosz Uniejewski & Jakub Nowotarski & Rafał Weron, 2016. "Automated Variable Selection and Shrinkage for Day-Ahead Electricity Price Forecasting," Energies, MDPI, vol. 9(8), pages 1-22, August.
  39. Gianfreda, Angelica & Ravazzolo, Francesco & Rossini, Luca, 2020. "Comparing the forecasting performances of linear models for electricity prices with high RES penetration," International Journal of Forecasting, Elsevier, vol. 36(3), pages 974-986.
  40. Gro Klæboe & Jørgen Braathen & Anders Lund Eriksrud & Stein-Erik Fleten, 2022. "Day-ahead market bidding taking the balancing power market into account," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 30(3), pages 683-703, October.
  41. Keles, Dogan & Dehler-Holland, Joris & Densing, Martin & Panos, Evangelos & Hack, Felix, 2020. "Cross-border effects in interconnected electricity markets - an analysis of the Swiss electricity prices," Energy Economics, Elsevier, vol. 90(C).
  42. Uniejewski, Bartosz & Marcjasz, Grzegorz & Weron, Rafał, 2019. "On the importance of the long-term seasonal component in day-ahead electricity price forecasting: Part II — Probabilistic forecasting," Energy Economics, Elsevier, vol. 79(C), pages 171-182.
  43. Hickey, Emily & Loomis, David G. & Mohammadi, Hassan, 2012. "Forecasting hourly electricity prices using ARMAX–GARCH models: An application to MISO hubs," Energy Economics, Elsevier, vol. 34(1), pages 307-315.
  44. Marcjasz, Grzegorz & Uniejewski, Bartosz & Weron, Rafał, 2019. "On the importance of the long-term seasonal component in day-ahead electricity price forecasting with NARX neural networks," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1520-1532.
  45. Weron, Rafal & Misiorek, Adam, 2008. "Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models," International Journal of Forecasting, Elsevier, vol. 24(4), pages 744-763.
  46. Pineda, S. & Conejo, A.J. & Carrión, M., 2010. "Insuring unit failures in electricity markets," Energy Economics, Elsevier, vol. 32(6), pages 1268-1276, November.
  47. repec:dau:papers:123456789/13532 is not listed on IDEAS
  48. Misiorek Adam & Trueck Stefan & Weron Rafal, 2006. "Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 10(3), pages 1-36, September.
  49. Li, Wei & Becker, Denis Mike, 2021. "Day-ahead electricity price prediction applying hybrid models of LSTM-based deep learning methods and feature selection algorithms under consideration of market coupling," Energy, Elsevier, vol. 237(C).
  50. Zhang, Zhao-Sui & Sun, Yuan-Zhang & Cheng, Lin, 2013. "Potential of trading wind power as regulation services in the California short-term electricity market," Energy Policy, Elsevier, vol. 59(C), pages 885-897.
  51. Bento, P.M.R. & Pombo, J.A.N. & Calado, M.R.A. & Mariano, S.J.P.S., 2018. "A bat optimized neural network and wavelet transform approach for short-term price forecasting," Applied Energy, Elsevier, vol. 210(C), pages 88-97.
  52. Weron, Rafal & Misiorek, Adam, 2007. "Heavy tails and electricity prices: Do time series models with non-Gaussian noise forecast better than their Gaussian counterparts?," MPRA Paper 2292, University Library of Munich, Germany, revised Oct 2007.
  53. Alexander Ryota Keeley & Ken’ichi Matsumoto & Kenta Tanaka & Yogi Sugiawan & Shunsuke Managi, 2021. "The Impact of Renewable Energy Generation on the Spot Market Price in Germany: Ex-Post Analysis using Boosting Method," The Energy Journal, , vol. 42(1_suppl), pages 1-22, June.
  54. Bobinaite, Viktorija & Juozapaviciene, Aldona & Staniewski, Marcin & Szczepankowski, Piotr, 2013. "Comparative analysis of features of Polish and Lithuanian Day-ahead electricity market prices," Energy Policy, Elsevier, vol. 63(C), pages 181-196.
  55. Jian Zhang & Yanan Zheng & Mingtao Yao & Huiji Wang & Zhaoguang Hu, 2019. "An Agent-Based Two-Stage Trading Model for Direct Electricity Procurement of Large Consumers," Sustainability, MDPI, vol. 11(18), pages 1-16, September.
  56. Rafal Weron & Florian Ziel, 2018. "Electricity price forecasting," HSC Research Reports HSC/18/08, Hugo Steinhaus Center, Wroclaw University of Technology.
  57. Weron, Rafał & Zator, Michał, 2015. "A note on using the Hodrick–Prescott filter in electricity markets," Energy Economics, Elsevier, vol. 48(C), pages 1-6.
  58. Claudio Monteiro & Ignacio J. Ramirez-Rosado & L. Alfredo Fernandez-Jimenez, 2018. "Probabilistic Electricity Price Forecasting Models by Aggregation of Competitive Predictors," Energies, MDPI, vol. 11(5), pages 1-25, April.
  59. Tryggvi Jónsson & Pierre Pinson & Henrik Madsen & Henrik Aalborg Nielsen, 2014. "Predictive Densities for Day-Ahead Electricity Prices Using Time-Adaptive Quantile Regression," Energies, MDPI, vol. 7(9), pages 1-25, August.
  60. Pandžić, Hrvoje & Morales, Juan M. & Conejo, Antonio J. & Kuzle, Igor, 2013. "Offering model for a virtual power plant based on stochastic programming," Applied Energy, Elsevier, vol. 105(C), pages 282-292.
  61. Weron, Rafal, 2009. "Forecasting wholesale electricity prices: A review of time series models," MPRA Paper 21299, University Library of Munich, Germany.
  62. Rafal Weron, 2006. "Modeling and Forecasting Electricity Loads and Prices: A Statistical Approach," HSC Books, Hugo Steinhaus Center, Wroclaw University of Technology, number hsbook0601, December.
  63. Paraschiv, Florentina & Fleten, Stein-Erik & Schürle, Michael, 2015. "A spot-forward model for electricity prices with regime shifts," Energy Economics, Elsevier, vol. 47(C), pages 142-153.
  64. Trapero, Juan R. & Pedregal, Diego J., 2009. "Frequency domain methods applied to forecasting electricity markets," Energy Economics, Elsevier, vol. 31(5), pages 727-735, September.
  65. Soroudi, Alireza, 2013. "Robust optimization based self scheduling of hydro-thermal Genco in smart grids," Energy, Elsevier, vol. 61(C), pages 262-271.
  66. Grossi, Luigi & Nan, Fany, 2019. "Robust forecasting of electricity prices: Simulations, models and the impact of renewable sources," Technological Forecasting and Social Change, Elsevier, vol. 141(C), pages 305-318.
  67. Weron, Rafał, 2014. "Electricity price forecasting: A review of the state-of-the-art with a look into the future," International Journal of Forecasting, Elsevier, vol. 30(4), pages 1030-1081.
  68. Corredera, Alberto & Ruiz, Carlos, 2023. "Prescriptive selection of machine learning hyperparameters with applications in power markets: Retailer’s optimal trading," European Journal of Operational Research, Elsevier, vol. 306(1), pages 370-388.
  69. António Rua, 2011. "A wavelet approach for factor‐augmented forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 30(7), pages 666-678, November.
  70. Erdal Atukeren & Yngve Abrahamsen, 2012. "Der schweizerische Aussenhandel mit elektrischer Energie," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, vol. 6(4), pages 57-70, December.
  71. Halužan, Marko & Verbič, Miroslav & Zorić, Jelena, 2020. "Performance of alternative electricity price forecasting methods: Findings from the Greek and Hungarian power exchanges," Applied Energy, Elsevier, vol. 277(C).
  72. Risse, Marian, 2019. "Combining wavelet decomposition with machine learning to forecast gold returns," International Journal of Forecasting, Elsevier, vol. 35(2), pages 601-615.
  73. Jamshidi, Movahed & Kebriaei, Hamed & Sheikh-El-Eslami, Mohammad-Kazem, 2018. "An interval-based stochastic dominance approach for decision making in forward contracts of electricity market," Energy, Elsevier, vol. 158(C), pages 383-395.
  74. Shadi Tehrani & Jesús Juan & Eduardo Caro, 2022. "Electricity Spot Price Modeling and Forecasting in European Markets," Energies, MDPI, vol. 15(16), pages 1-23, August.
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  76. González-Aparicio, I. & Zucker, A., 2015. "Impact of wind power uncertainty forecasting on the market integration of wind energy in Spain," Applied Energy, Elsevier, vol. 159(C), pages 334-349.
  77. Yukseltan, Ergun & Yucekaya, Ahmet & Bilge, Ayse Humeyra, 2017. "Forecasting electricity demand for Turkey: Modeling periodic variations and demand segregation," Applied Energy, Elsevier, vol. 193(C), pages 287-296.
  78. Di Cosmo, Valeria, 2015. "Forward Price, Renewables and the Electricity Price: The Case of Italy," Papers WP511, Economic and Social Research Institute (ESRI).
  79. Jónsson, Tryggvi & Pinson, Pierre & Madsen, Henrik, 2010. "On the market impact of wind energy forecasts," Energy Economics, Elsevier, vol. 32(2), pages 313-320, March.
  80. Àlex Alonso & Jordi de la Hoz & Helena Martín & Sergio Coronas & Pep Salas & José Matas, 2020. "A Comprehensive Model for the Design of a Microgrid under Regulatory Constraints Using Synthetical Data Generation and Stochastic Optimization," Energies, MDPI, vol. 13(21), pages 1-26, October.
  81. Nowotarski, Jakub & Raviv, Eran & Trück, Stefan & Weron, Rafał, 2014. "An empirical comparison of alternative schemes for combining electricity spot price forecasts," Energy Economics, Elsevier, vol. 46(C), pages 395-412.
  82. Brusaferri, Alessandro & Matteucci, Matteo & Portolani, Pietro & Vitali, Andrea, 2019. "Bayesian deep learning based method for probabilistic forecast of day-ahead electricity prices," Applied Energy, Elsevier, vol. 250(C), pages 1158-1175.
  83. Vijay, Avinash & Fouquet, Nicolas & Staffell, Iain & Hawkes, Adam, 2017. "The value of electricity and reserve services in low carbon electricity systems," Applied Energy, Elsevier, vol. 201(C), pages 111-123.
  84. Nicolas Perez-Mora & Miquel L. Alomar & Victor Martinez-Moll, 2018. "Spanish Energy Market: Overview Towards Price Forecast," International Journal of Energy Economics and Policy, Econjournals, vol. 8(3), pages 1-7.
  85. Galarneau-Vincent, Rémi & Gauthier, Geneviève & Godin, Frédéric, 2023. "Foreseeing the worst: Forecasting electricity DART spikes," Energy Economics, Elsevier, vol. 119(C).
  86. Katarzyna Maciejowska & Rafał Weron, 2015. "Forecasting of daily electricity prices with factor models: utilizing intra-day and inter-zone relationships," Computational Statistics, Springer, vol. 30(3), pages 805-819, September.
  87. Alipour, Manijeh & Zare, Kazem & Seyedi, Heresh & Jalali, Mehdi, 2019. "Real-time price-based demand response model for combined heat and power systems," Energy, Elsevier, vol. 168(C), pages 1119-1127.
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  89. Nojavan, Sayyad & Zare, Kazem & Mohammadi-Ivatloo, Behnam, 2017. "Robust bidding and offering strategies of electricity retailer under multi-tariff pricing," Energy Economics, Elsevier, vol. 68(C), pages 359-372.
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  91. 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 Estadística.
  92. Ernstsen, Rune Ramsdal & Boomsma, Trine Krogh & Tegnér, Martin & Skajaa, Anders, 2017. "Hedging local volume risk using forward markets: Nordic case," Energy Economics, Elsevier, vol. 68(C), pages 490-514.
  93. 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.
  94. O'Mahoney, Amy & Denny, Eleanor, 2013. "Electricity prices and generator behaviour in gross pool electricity markets," Energy Policy, Elsevier, vol. 63(C), pages 628-637.
  95. Ikechi Emmanuel, Michael & Denholm, Paul, 2022. "A market feedback framework for improved estimates of the arbitrage value of energy storage using price-taker models," Applied Energy, Elsevier, vol. 310(C).
  96. Nowotarski, Jakub & Weron, Rafał, 2016. "On the importance of the long-term seasonal component in day-ahead electricity price forecasting," Energy Economics, Elsevier, vol. 57(C), pages 228-235.
  97. Christian Pape & Arne Vogler & Oliver Woll & Christoph Weber, 2017. "Forecasting the distributions of hourly electricity spot prices," EWL Working Papers 1705, University of Duisburg-Essen, Chair for Management Science and Energy Economics, revised May 2017.
  98. Miguel Carrión & Uwe Gotzes & Rüdiger Schultz, 2009. "Risk aversion for an electricity retailer with second-order stochastic dominance constraints," Computational Management Science, Springer, vol. 6(2), pages 233-250, May.
  99. Luigi Grossi & Fany Nan, 2017. "Forecasting electricity prices through robust nonlinear models," Working Papers 06/2017, University of Verona, Department of Economics.
  100. Grzegorz Marcjasz & Bartosz Uniejewski & Rafal Weron, 2017. "Importance of the long-term seasonal component in day-ahead electricity price forecasting revisited: Neural network models," HSC Research Reports HSC/17/03, Hugo Steinhaus Center, Wroclaw University of Technology.
  101. Panagiotelis, Anastasios & Smith, Michael, 2008. "Bayesian density forecasting of intraday electricity prices using multivariate skew t distributions," International Journal of Forecasting, Elsevier, vol. 24(4), pages 710-727.
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  103. Marcjasz, Grzegorz & Uniejewski, Bartosz & Weron, Rafał, 2020. "Probabilistic electricity price forecasting with NARX networks: Combine point or probabilistic forecasts?," International Journal of Forecasting, Elsevier, vol. 36(2), pages 466-479.
  104. Corredera, Alberto, 2022. "Prescriptive selection of machine learning hyperparameters with applications in power markets: retailer's optimal trading," DES - Working Papers. Statistics and Econometrics. WS 33693, Universidad Carlos III de Madrid. Departamento de Estadística.
  105. Jakub Nowotarski & Rafal Weron, 2016. "To combine or not to combine? Recent trends in electricity price forecasting," HSC Research Reports HSC/16/01, Hugo Steinhaus Center, Wroclaw University of Technology.
  106. Tashpulatov, Sherzod N., 2013. "Estimating the volatility of electricity prices: The case of the England and Wales wholesale electricity market," Energy Policy, Elsevier, vol. 60(C), pages 81-90.
  107. Mehdi Seyedmahmoudian & Elmira Jamei & Gokul Sidarth Thirunavukkarasu & Tey Kok Soon & Michael Mortimer & Ben Horan & Alex Stojcevski & Saad Mekhilef, 2018. "Short-Term Forecasting of the Output Power of a Building-Integrated Photovoltaic System Using a Metaheuristic Approach," Energies, MDPI, vol. 11(5), pages 1-23, May.
  108. Claudio Monteiro & L. Alfredo Fernandez-Jimenez & Ignacio J. Ramirez-Rosado, 2015. "Explanatory Information Analysis for Day-Ahead Price Forecasting in the Iberian Electricity Market," Energies, MDPI, vol. 8(9), pages 1-23, September.
  109. Elmore, Clay T. & Dowling, Alexander W., 2021. "Learning spatiotemporal dynamics in wholesale energy markets with dynamic mode decomposition," Energy, Elsevier, vol. 232(C).
  110. Siano, Pierluigi & Sarno, Debora, 2016. "Assessing the benefits of residential demand response in a real time distribution energy market," Applied Energy, Elsevier, vol. 161(C), pages 533-551.
  111. Xiaojia Guo & Alexandros Beskos & Afzal Siddiqui, 2016. "The natural hedge of a gas-fired power plant," Computational Management Science, Springer, vol. 13(1), pages 63-86, January.
  112. Miguel Pinhão & Miguel Fonseca & Ricardo Covas, 2022. "Electricity Spot Price Forecast by Modelling Supply and Demand Curve," Mathematics, MDPI, vol. 10(12), pages 1-20, June.
  113. Jakub Nowotarski & Rafał Weron, 2015. "Computing electricity spot price prediction intervals using quantile regression and forecast averaging," Computational Statistics, Springer, vol. 30(3), pages 791-803, September.
  114. Hryshchuk, Antanina & Lessmann, Stefan, 2018. "Deregulated day-ahead electricity markets in Southeast Europe: Price forecasting and comparative structural analysis," IRTG 1792 Discussion Papers 2018-009, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
  115. Bowden, Nicholas & Payne, James E., 2008. "Short term forecasting of electricity prices for MISO hubs: Evidence from ARIMA-EGARCH models," Energy Economics, Elsevier, vol. 30(6), pages 3186-3197, November.
  116. García-Martos, Carolina & Rodríguez, Julio & Sánchez, María Jesús, 2013. "Modelling and forecasting fossil fuels, CO2 and electricity prices and their volatilities," Applied Energy, Elsevier, vol. 101(C), pages 363-375.
  117. Santiago Gall n & Jorge Barrientos, 2021. "Forecasting the Colombian Electricity Spot Price under a Functional Approach," International Journal of Energy Economics and Policy, Econjournals, vol. 11(2), pages 67-74.
  118. Singh, Nitin & Mohanty, Soumya Ranjan & Dev Shukla, Rishabh, 2017. "Short term electricity price forecast based on environmentally adapted generalized neuron," Energy, Elsevier, vol. 125(C), pages 127-139.
  119. Florian Ziel & Rafal Weron, 2016. "Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate models," HSC Research Reports HSC/16/08, Hugo Steinhaus Center, Wroclaw University of Technology.
  120. Katarzyna Maciejowska & Rafal Weron, 2015. "Short- and mid-term forecasting of baseload electricity prices in the UK: The impact of intra-day price relationships and market fundamentals," HSC Research Reports HSC/15/04, Hugo Steinhaus Center, Wroclaw University of Technology.
  121. Diego Aineto & Javier Iranzo-Sánchez & Lenin G. Lemus-Zúñiga & Eva Onaindia & Javier F. Urchueguía, 2019. "On the Influence of Renewable Energy Sources in Electricity Price Forecasting in the Iberian Market," Energies, MDPI, vol. 12(11), pages 1-20, May.
  122. Luigi Grossi & Fany Nan, 2018. "The influence of renewables on electricity price forecasting: a robust approach," Working Papers 2018/10, Institut d'Economia de Barcelona (IEB).
  123. Fernandes, Mário Correia & Dias, José Carlos & Nunes, João Pedro Vidal, 2021. "Modeling energy prices under energy transition: A novel stochastic-copula approach," Economic Modelling, Elsevier, vol. 105(C).
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