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Improving Electricity Market Price Forecasting with Factor Models for the Optimal Generation Bid

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  • M. Pilar Muñoz
  • Cristina Corchero
  • F.-Javier Heredia

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  • M. Pilar Muñoz & Cristina Corchero & F.-Javier Heredia, 2013. "Improving Electricity Market Price Forecasting with Factor Models for the Optimal Generation Bid," International Statistical Review, International Statistical Institute, vol. 81(2), pages 289-306, August.
    • Handle: RePEc:bla:istatr:v:81:y:2013:i:2:p:289-306
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    Cited by:

    1. Nikolaos S. Thomaidis & Gordon H. Dash & Nina Kajiji, 2019. "Common Unobserved Determinants of Intraday Electricity Prices," The Energy Journal, , vol. 40(1_suppl), pages 211-232, June.

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