Forecasting electricity prices for a day-ahead pool-based electric energy market
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Bibliographic InfoArticle provided by Elsevier in its journal International Journal of Forecasting.
Volume (Year): 21 (2005)
Issue (Month): 3 ()
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Web page: http://www.elsevier.com/locate/ijforecast
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- Liu, Lon-Mu & Lin, Maw-Wen, 1991. "Forecasting residential consumption of natural gas using monthly and quarterly time series," International Journal of Forecasting, Elsevier, vol. 7(1), pages 3-16, May.
- Abramson, Bruce & Finizza, Anthony, 1995. "Probabilistic forecasts from probabilistic models: A case study in the oil market," International Journal of Forecasting, Elsevier, vol. 11(1), pages 63-72, March.
- David Cabedo, J. & Moya, Ismael, 2003. "Estimating oil price 'Value at Risk' using the historical simulation approach," Energy Economics, Elsevier, vol. 25(3), pages 239-253, May.
- Harris, John L. & Liu, Lon-Mu, 1993. "Dynamic structural analysis and forecasting of residential electricity consumption," International Journal of Forecasting, Elsevier, vol. 9(4), pages 437-455, December.
- Morana, Claudio, 2001. "A semiparametric approach to short-term oil price forecasting," Energy Economics, Elsevier, vol. 23(3), pages 325-338, May.
- Buchanan, W. K. & Hodges, P. & Theis, J., 2001. "Which way the natural gas price: an attempt to predict the direction of natural gas spot price movements using trader positions," Energy Economics, Elsevier, vol. 23(3), pages 279-293, May.
- Darbellay, Georges A. & Slama, Marek, 2000. "Forecasting the short-term demand for electricity: Do neural networks stand a better chance?," International Journal of Forecasting, Elsevier, vol. 16(1), pages 71-83.
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