Application of bagging in day-ahead electricity price forecasting and factor augmentation
Sign Up to like & getrecommendations! Published in 2021 at "Energy Economics"
DOI: 10.1016/j.eneco.2021.105573
Abstract: The electricity price forecasting (EPF) is a challenging task not only because of the uncommon characteristics of electricity but also because of the existence of many potential predictors with changing predictive abilities over time. Particularly,… read more here.
Keywords: price forecasting; electricity price; day ahead; ahead electricity ... See more keywords
Put Option Pricing and Its Effects on Day-Ahead Electricity Markets
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DOI: 10.1109/jsyst.2017.2764738
Abstract: In this paper, the impacts of strike and premium prices of put option contracts on put option and day-ahead electricity markets are studied. To this end, first a comprehensive equilibrium model for a joint put… read more here.
Keywords: option day; option; day ahead; put option ... See more keywords
A Scenario-Based Model Comparison for Short-Term Day-Ahead Electricity Prices in Times of Economic and Political Tension
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DOI: 10.3390/a16040177
Abstract: In recent years, energy prices have become increasingly volatile, making it more challenging to predict them accurately. This uncertain market trend behavior makes it harder for market participants, e.g., power plant dispatchers, to make reliable… read more here.
Keywords: day; day ahead; electricity prices; ahead electricity ... See more keywords
A Hybrid Deep Neural Network Architecture for Day-Ahead Electricity Forecasting: Post-COVID Paradigm
Sign Up to like & getrecommendations! Published in 2023 at "Energies"
DOI: 10.3390/en16083546
Abstract: Predicting energy demand in adverse scenarios, such as the COVID-19 pandemic, is critical to ensure the supply of electricity and the operation of essential services in metropolitan regions. In this paper, we propose a deep… read more here.
Keywords: network; day ahead; ahead electricity; demand ... See more keywords