Forecasting of daily electricity prices with factor models: utilizing intra-day and inter-zone relationships (Q740074)
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scientific article; zbMATH DE number 6614307
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| English | Forecasting of daily electricity prices with factor models: utilizing intra-day and inter-zone relationships |
scientific article; zbMATH DE number 6614307 |
Statements
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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0.8944959
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0.87893903
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0.8733011
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0.8720007
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0.8698063
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0.86888397
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