Forecasting day-ahead electricity prices : a comparison of time series and neural network models taking external regressors into account
Malte Lehna, Fabian Scheller, Helmut Herwartz
| Year of publication: |
2022
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|---|---|
| Authors: | Lehna, Malte ; Scheller, Fabian ; Herwartz, Helmut |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 106.2022, p. 1-15
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| Subject: | (S)ARIMA(X) | Convolutional neural network | Electricity price forecast | Long-short term memory neural network | Time series forecasting | Vector autoregressive model | Strompreis | Electricity price | Prognoseverfahren | Forecasting model | Neuronale Netze | Neural networks | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Prognose | Forecast | VAR-Modell | VAR model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2021.105742 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013202053