Robust forecasting of electricity prices : simulations, models and the impact of renewable sources
Luigi Grossi, Fany Nan
| Year of publication: |
2019
|
|---|---|
| Authors: | Grossi, Luigi ; Nan, Fany |
| Published in: |
Technological forecasting & social change : an international journal. - Amsterdam : Elsevier, ISSN 0040-1625, ZDB-ID 280700-2. - Vol. 141.2019, p. 305-318
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| Subject: | Electricity price | Nonlinear time series | Price forecasting | Robust GM-estimator | Spikes | Threshold models | Strompreis | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Simulation | Robustes Verfahren | Robust statistics | Nichtlineare Regression | Nonlinear regression | Theorie | Theory | Energiemarkt | Energy market | Energieprognose | Energy forecast | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.techfore.2019.01.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012133107