An empirical comparison of alternative schemes for combining electricity spot price forecasts
Year of publication: |
2014
|
---|---|
Authors: | Nowotarski, Jakub ; Raviv, Eran ; Trück, Stefan ; Weron, Rafał |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 46.2014, p. 395-412
|
Subject: | Electricity price forecasting | Forecast combination | ARX model | Day-ahead market | Constrained least squares regression | Strompreis | Electricity price | Prognoseverfahren | Forecasting model | Prognose | Forecast | Spotmarkt | Spot market | Regressionsanalyse | Regression analysis | Theorie | Theory | Elektrizitätswirtschaft | Electric power industry | Elektrizität | Electricity | Energieprognose | Energy forecast |
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