One-week-ahead electricity price forecasting using weather forecasts, and its application to arbitrage in the forward market : an empirical study of the Japan Electric Power Exchange
Takuji Matsumoto and Misao Endo
| Year of publication: |
2021
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|---|---|
| Authors: | Matsumoto, Takuji ; Endo, Misao |
| Published in: |
The journal of energy markets. - London : Infopro Digital, ISSN 1756-3607, ZDB-ID 2428804-4. - Vol. 14.2021, 3, p. 39-64
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| Subject: | arbitrage trading | electricity spot price forecasting | forward market | quantile regression | weather forecast | Strompreis | Electricity price | Prognoseverfahren | Forecasting model | Japan | Derivat | Derivative | Arbitrage | Elektrizitätswirtschaft | Electric power industry | Prognose | Forecast | Elektrizität | Electricity | Wetter | Weather | Spotmarkt | Spot market | Energieprognose | Energy forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JEM.2021.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012805341