Price and volatility forecasting in electricity with support vector regression and random forest
Mahmut Kara, Kazim Baris Atici, and Aydin Ulucan
| Year of publication: |
2021
|
|---|---|
| Authors: | Kara, Mahmut ; Atici, Kazim Baris ; Ulucan, Aydin |
| Published in: |
Applied operations research and financial modelling in energy : practical applications and implications. - Cham, Switzerland : Springer, ISBN 978-3-030-84980-1. - 2021, p. 101-124
|
| Subject: | Electricity markets | Price forecasting | Volatility forecasting | Support vector regression | Random forest | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Theorie | Theory | Mustererkennung | Pattern recognition | Regressionsanalyse | Regression analysis | Strompreis | Electricity price | Börsenkurs | Share price | Elektrizität | Electricity | Elektrizitätswirtschaft | Electric power industry |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/978-3-030-84981-8_6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012660732