Wholesale electricity price forecasting by Quantile Regression and Kalman Filter method
Mohammad Reza Monjazeb, Hossein Amiri, Akram Movahedi
Topics & Concepts
Quantile regressionKalman filterEconometricsQuantileElectricityElectricity marketEconomicsElectricity priceStatisticsMathematicsEngineeringElectrical engineeringEnergy Load and Power ForecastingForecasting Techniques and ApplicationsMarket Dynamics and Volatility