Probabilistic forecasting of electricity prices using an augmented LMARX-model
by Jonas Andersson and Samaneh Sheybanivaziri
| Year of publication: |
2023
|
|---|---|
| Authors: | Andersson, Jonas ; Sheybanivaziri, Samaneh |
| Publisher: |
Bergen, Norway : Norwegian School of Economics |
| Subject: | Prediction intervals | probabilistic forecasts | electricity prices | spikes | mixture models | Strompreis | Electricity price | Prognoseverfahren | Forecasting model | Prognose | Forecast |
| Extent: | 1 Online-Ressource (circa 20 Seiten) |
|---|---|
| Series: | Discussion paper / Department of Business and Management Science. - Oslo, ISSN 1500-4066, ZDB-ID 2192511-2. - Vol. FOR 2023, 11 (July 2023) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Other identifiers: | hdl:11250/3077562 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014431328