Application of bagging in day-ahead electricity price forecasting and factor augmentation
Kadir Özen, Dilem Yıldırım
| Year of publication: |
2021
|
|---|---|
| Authors: | Özen, Kadir ; Yıldırım, Dilem |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 103.2021, p. 1-18
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| Subject: | Bagging | Electricity price forecasting | Factor models | Forecast encompassing | Multivariate modeling | Shrinkage methods | Strompreis | Electricity price | Prognoseverfahren | Forecasting model | Prognose | Forecast | Faktorenanalyse | Factor analysis | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2021.105573 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013363969