The value of forecasts : quantifying the economic gains of accurate quarter-hourly electricity price forecasts
Year of publication: |
October 2018
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Authors: | Kath, Christopher ; Ziel, Florian |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 76.2018, p. 411-423
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Subject: | Elastic net regression | Electricity price forecast | Forecasting | Markowitz portfolio | Portfolio analysis | Quarter-hourly spot prices | Strompreis | Electricity price | Prognoseverfahren | Forecasting model | Prognose | Forecast | Portfolio-Management | Portfolio selection | Regressionsanalyse | Regression analysis | Theorie | Theory | Elektrizitätswirtschaft | Electric power industry |
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