Forecasting of daily electricity prices with factor models: utilizing intra-day and inter-zone relationships
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- scientific article; zbMATH DE number 1927181
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Cites work
- scientific article; zbMATH DE number 2199188 (Why is no real title available?)
- Combining disaggregate forecasts or combining disaggregate information to forecast an aggregate
- Determining the Number of Factors in Approximate Factor Models
- Forecasting Using Principal Components From a Large Number of Predictors
- Inferential Theory for Factor Models of Large Dimensions
- Modeling and forecasting electricity spot prices: a functional data perspective
- Periodic Seasonal Reg-ARFIMA–GARCH Models for Daily Electricity Spot Prices
- Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models
- Time series modelling with semiparametric factor dynamics
Cited in
(11)- Loss-based approach to two-piece location-scale distributions with applications to dependent data
- Bayesian estimation of electricity price risk with a multi-factor mixture of densities
- Electricity price forecasting through transfer function models
- Improving electricity market price forecasting with factor models for the optimal generation bid
- The Forecasting Performance of a Finite Mixture Regime‐Switching Model for Daily Electricity Prices
- Computing electricity spot price prediction intervals using quantile regression and forecast averaging
- Editorial to the special issue on applicable semiparametrics of computational statistics
- The power of weather
- Combined models for day-ahead electricity price forecasting based on improved gray correlation methodology
- Wavelet estimation for factor models with time-varying loadings
- Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling
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