Simulation-based forecasting for intraday power markets : modelling fundamental drivers for location, shape and scale of the price distribution
Simon Hirsch and Florian Ziel
| Year of publication: |
2024
|
|---|---|
| Authors: | Hirsch, Simon ; Ziel, Florian |
| Published in: |
The energy journal. - London : Sage Publications, ISSN 1944-9089, ZDB-ID 2067802-2. - Vol. 45.2024, 3, p. 87-124
|
| Subject: | Electricity price forecasting | Volatility forecasting | Intraday electricity market | Auction curves | Merit-order | GAMLSS | Strompreis | Electricity price | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Elektrizitätswirtschaft | Electric power industry | Theorie | Theory | Energiemarkt | Energy market | ARCH-Modell | ARCH model | Prognose | Forecast | Auktion | Auction |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.5547/01956574.45.3.shir [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015273073