Probabilistic forecasting of electricity prices using an augmented LMARX-model
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 |
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