The Impact of Forecasting Jumps on Forecasting Electricity Prices
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DOI: 10.3390/en14020336
Abstract: The paper is devoted to forecasting hourly day-ahead electricity prices from the perspective of the existence of jumps. We compare the results of different jump detection techniques and identify common features of electricity price jumps.… read more here.
Keywords: forecasting electricity; impact forecasting; electricity prices; electricity ... See more keywords