Automated electricity price forecast using combined models

DOI10.1134/S0005117922010118zbMath1486.91048OpenAlexW4213046235MaRDI QIDQ2136437

A. V. Shikhina, V. A. Shikhin, A. Kouzalis

Publication date: 10 May 2022

Published in: Automation and Remote Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0005117922010118

zbMATH Keywords

regression analysistime seriesautoregressionelectricity priceforecast modelcombined regression multivariate models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Microeconomic theory (price theory and economic markets) (91B24) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

Cites Work

• Periodic Seasonal Reg-ARFIMA–GARCH Models for Daily Electricity Spot Prices

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