Are low frequency macroeconomic variables important for high frequency electricity prices?
Claudia Foroni, Francesco Ravazzolo, Luca Rossini
Topics & Concepts
EconomicsElectricityEconometricsIndustrial productionBayesian vector autoregressionRenewable energyProduction (economics)Electricity marketBayesian probabilityMacroeconomicsStatisticsMathematicsEngineeringElectrical engineeringEnergy Load and Power ForecastingEnergy Efficiency and ManagementMarket Dynamics and Volatility