Day-ahead electricity price forecasting with high-dimensional structures : univariate vs. multivariate modeling frameworks
Florian Ziel, Rafał Weron
| Year of publication: |
February 2018
|
|---|---|
| Authors: | Ziel, Florian ; Weron, Rafał |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 70.2018, p. 396-420
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| Subject: | Electricity price forecasting | Day-ahead market | Univariate modeling | Multivariate modeling | Forecast combination | Regression | Variable selection | Lasso | Strompreis | Electricity price | Prognoseverfahren | Forecasting model | Prognose | Forecast | Regressionsanalyse | Regression analysis | Multivariate Analyse | Multivariate analysis | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Elektrizitätswirtschaft | Electric power industry |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2017.12.016 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011942844