Forecasting of daily electricity prices with factor models: utilizing intra-day and inter-zone relationships (Q740074)
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English | Forecasting of daily electricity prices with factor models: utilizing intra-day and inter-zone relationships |
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Forecasting of daily electricity prices with factor models: utilizing intra-day and inter-zone relationships (English)
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12 August 2016
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wholesale electricity price
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forecasting
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vector autoregression
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factor model
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principal components
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PJM market
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