On the importance of the long-term seasonal component in day-ahead electricity price forecasting
Jakub Nowotarski, Rafał Weron
| Year of publication: |
June 2016
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|---|---|
| Authors: | Nowotarski, Jakub ; Weron, Rafał |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 57.2016, p. 228-235
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| Subject: | Electricity spot price | Forecasting | Day-ahead market | Long-term seasonal component | Strompreis | Electricity price | Prognoseverfahren | Forecasting model | Saisonale Schwankungen | Seasonal variations | Prognose | Forecast | Elektrizität | Electricity | Elektrizitätswirtschaft | Electric power industry | Rohstoffderivat | Commodity derivative | Spotmarkt | Spot market | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2016.05.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011698464