Forecasting electricity prices with expert, linear, and nonlinear models
Anna Gloria Billé, Angelica Gianfreda, Filippo Del Grosso, Francesco Ravazzolo
Topics & Concepts
EconometricsAutoregressive conditional heteroskedasticityAutoregressive modelVolatility (finance)ElectricityRenewable energyEconomicsElectricity price forecastingElectricity generationHeteroscedasticityComputer scienceElectricity marketPower (physics)EngineeringQuantum mechanicsElectrical engineeringPhysicsEnergy Load and Power ForecastingMarket Dynamics and VolatilityElectric Power System Optimization