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Forecasting Electricity Demand Using Generalized Long Memory

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  • Soares, Lacir Jorge
  • Souza, Leonardo Rocha

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Bibliographic Info

Paper provided by FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) in its series Economics Working Papers (Ensaios Economicos da EPGE) with number 486.

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Date of creation: 29 Jun 2003
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Handle: RePEc:fgv:epgewp:486

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References

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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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  1. Gil-Alana, Luis A., 2002. "Seasonal long memory in the aggregate output," Economics Letters, Elsevier, vol. 74(3), pages 333-337, February.
  2. L A Gil-Alaña & Peter M Robinson, 2000. "Testing of Seasonal Fractional Integration in UK and Japanese Consumption and Income," STICERD - Econometrics Paper Series /2000/402, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  3. 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.
  4. Ramanathan, Ramu & Engle, Robert & Granger, Clive W. J. & Vahid-Araghi, Farshid & Brace, Casey, 1997. "Shorte-run forecasts of electricity loads and peaks," International Journal of Forecasting, Elsevier, vol. 13(2), pages 161-174, June.
  5. Ray, Bonnie K., 1993. "Long-range forecasting of IBM product revenues using a seasonal fractionally differenced ARMA model," International Journal of Forecasting, Elsevier, vol. 9(2), pages 255-269, August.
  6. repec:fth:inseep:9927 is not listed on IDEAS
  7. Laurent Ferrara & Dominique Guegan, 1999. "Estimation and Applications of Gegenbauer Processes," Working Papers 99-27, Centre de Recherche en Economie et Statistique.
  8. Ferrara, Laurent & Guegan, Dominique, 2001. "Forecasting with k-Factor Gegenbauer Processes: Theory and Applications," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 20(8), pages 581-601, December.
  9. Baillie, Richard T., 1996. "Long memory processes and fractional integration in econometrics," Journal of Econometrics, Elsevier, vol. 73(1), pages 5-59, July.
  10. Chung, Ching-Fan, 1996. "Estimating a generalized long memory process," Journal of Econometrics, Elsevier, vol. 73(1), pages 237-259, July.
  11. Armstrong, J. Scott & Collopy, Fred, 1992. "Error measures for generalizing about forecasting methods: Empirical comparisons," International Journal of Forecasting, Elsevier, vol. 8(1), pages 69-80, June.
  12. L. A. Gil-Alaña & Peter M. Robinson, 2001. "Testing of seasonal fractional integration in UK and Japanese consumption and income," LSE Research Online Documents on Economics 298, London School of Economics and Political Science, LSE Library.
  13. L A Gil-Alana & Peter M. Robinson, 2000. "Testing of seasonal fractional integration in UK and Japanese consumption and income," LSE Research Online Documents on Economics 2051, London School of Economics and Political Science, LSE Library.
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Citations

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Cited by:
  1. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2012. "Persistence and Cycles in the US Federal Funds Rate," CESifo Working Paper Series 4035, CESifo Group Munich.
  2. Cancelo, José Ramón & Espasa, Antoni & Grafe, Rosmarie, 2008. "Forecasting the electricity load from one day to one week ahead for the Spanish system operator," International Journal of Forecasting, Elsevier, vol. 24(4), pages 588-602.
  3. Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana, 2008. "Modelling Long-Run Trends and Cycles in Financial Time Series Data," CESifo Working Paper Series 2330, CESifo Group Munich.
  4. V. Dordonnat & S.J. Koopman & M. Ooms & A. Dessertaine & J. Collet, 2008. "An Hourly Periodic State Space Model for Modelling French National Electricity Load," Tinbergen Institute Discussion Papers 08-008/4, Tinbergen Institute.
  5. Sigauke, C. & Chikobvu, D., 2011. "Prediction of daily peak electricity demand in South Africa using volatility forecasting models," Energy Economics, Elsevier, vol. 33(5), pages 882-888, September.
  6. Arteche González, Jesús María & Artiach Escauriaza, Miguel Manuel, 2011. "Doubly fractional models for dynamic heteroskedastic cycles," BILTOKI 2011-03, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
  7. Rubin, Ofir D. & Babcock, Bruce A., 2011. "A novel approach for modeling deregulated electricity markets," Energy Policy, Elsevier, vol. 39(5), pages 2711-2721, May.
  8. Soares, Lacir J. & Medeiros, Marcelo C., 2008. "Modeling and forecasting short-term electricity load: A comparison of methods with an application to Brazilian data," International Journal of Forecasting, Elsevier, vol. 24(4), pages 630-644.
  9. V. Dordonnat & S.J. Koopman & M. Ooms & A. Dessertaine & J. Collet, 2008. "An Hourly Periodic State Space Model for Modelling French National Electricity Load," Tinbergen Institute Discussion Papers 08-008/4, Tinbergen Institute.
  10. Souza, Leonardo Rocha & Soares, Lacir Jorge, 2003. "Forecasting Electricity Load Demand: Analysis of the 2001 Rationing Period in Brazil," Economics Working Papers (Ensaios Economicos da EPGE) 491, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  11. Jaume Rosselló Nadal & Mohcine Bakhat, 2009. "A new approach to estimating tourism-induced electricity consumption," CRE Working Papers (Documents de treball del CRE) 2009/6, Centre de Recerca Econòmica (UIB ·"Sa Nostra").
  12. Amaral, Luiz Felipe & Souza, Reinaldo Castro & Stevenson, Maxwell, 2008. "A smooth transition periodic autoregressive (STPAR) model for short-term load forecasting," International Journal of Forecasting, Elsevier, vol. 24(4), pages 603-615.
  13. Jose Ramon Cancelo & Antoni Espasa & Rosemarie Grafe, 2007. "Forecasting from one day to one week ahead for the Spanish system operator," Statistics and Econometrics Working Papers ws078418, Universidad Carlos III, Departamento de Estadística y Econometría.
  14. Erdal Atukeren & Yngve Abrahamsen, 2012. "Der schweizerische Aussenhandel mit elektrischer Energie," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, vol. 6(4), pages 57-70, December.
  15. Chan, Kam Fong & Gray, Philip & van Campen, Bart, 2008. "A new approach to characterizing and forecasting electricity price volatility," International Journal of Forecasting, Elsevier, vol. 24(4), pages 728-743.
  16. Alex Gonzaga & Michael Hauser, 2011. "A wavelet Whittle estimator of generalized long-memory stochastic volatility," Statistical Methods and Applications, Springer, vol. 20(1), pages 23-48, March.
  17. Cruz E. Borges & Yoseba K. Penya & Iván Fernández & Juan Prieto & Oscar Bretos, 2013. "Assessing Tolerance-Based Robust Short-Term Load Forecasting in Buildings," Energies, MDPI, Open Access Journal, vol. 6(4), pages 2110-2129, April.
  18. repec:hal:journl:halshs-00259225 is not listed on IDEAS
  19. Rocha Souza, Leonardo & Jorge Soares, Lacir, 2007. "Electricity rationing and public response," Energy Economics, Elsevier, vol. 29(2), pages 296-311, March.

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