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Electricity price forecasting through transfer function models

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Publication:3378814
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DOI10.1057/PALGRAVE.JORS.2601995zbMath1086.91505OpenAlexW2114573116MaRDI QIDQ3378814

A. J. Coneijo, Francisco J. Nogales

Publication date: 4 April 2006

Published in: Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1057/palgrave.jors.2601995


zbMATH Keywords

forecastingelectricity marketstime-series analysis


Mathematics Subject Classification ID

Economic time series analysis (91B84)


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Bivariate copula additive models for location, scale and shape ⋮ Time-series event-based prediction: an unsupervised learning framework based on genetic programming ⋮ The natural hedge of a gas-fired power plant ⋮ Computing electricity spot price prediction intervals using quantile regression and forecast averaging ⋮ A machine learning-based price state prediction model for agricultural commodities using external factors







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