Forecasting day-ahead electricity prices: A comparison of time series and neural network models taking external regressors into account
Malte Lehna, Fabian Scheller, Helmut Herwartz
Topics & Concepts
Electricity price forecastingAutoregressive integrated moving averageSpot contractElectricityEconometricsComputer scienceArtificial neural networkAutoregressive modelTime seriesRenewable energyElectricity marketFutures contractEconomicsArtificial intelligenceMachine learningFinancial economicsEngineeringElectrical engineeringEnergy Load and Power ForecastingEnergy Efficiency and ManagementEnergy, Environment, and Transportation Policies