Modeling and Forecasting Electricity Spot Prices: A Functional Data Perspective
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More about this item
Keywords
Functional factor model; functional data analysis; time series analysis; fundamental market model; merit order curve; European Energy Exchange; EEX;All these keywords.
JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2013-11-02 (Econometrics)
- NEP-ENE-2013-11-02 (Energy Economics)
- NEP-FOR-2013-11-02 (Forecasting)
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