Forecasting of daily electricity prices with factor models: Utilizing intra-day and inter-zone relationships
Year of publication: |
2013-12-30
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Authors: | Maciejowska, Katarzyna ; Weron, Rafal |
Institutions: | Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska |
Subject: | Wholesale electricity price | Forecasting | Vector autoregression | Factor model | Principal components | PJM market |
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