Electricity price forecasting has become an area of increasing relevance in recent years. Despite the growing interest …

as benchmark. Finally, we replicate the forecasting experiment including as predictors both an indicator of unemployment …

Forecasting hourly electricity prices and their characteristic properties is a core challenge for energy generation … forecasting literature has grown significantly in recent years, with the majority of studies focused on short-term (intraday and … day-ahead) or long-term (investment decisions) periods. However, the literature for forecasting the period beyond the day …

data. Finally, we provide a short empirical study that compares the forecasting accuracy of our model to the established …