Forecasting Electricity Prices
By D. W. Bunn, Nektaria V. Karakatsani. 2003
110 citations recorded by the source corpus.
View Paper: https://www.semanticscholar.org/paper/7461d5a6792cc365563db917cb43be45fa6cf134
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
- João P. S. Catalão
- Victor M. F. Mendes
- S. J. Koopman
- Marius Ooms
- M. A. Carnero
- Ronald Huisman
- L. Ferreira
- C. Huurman
Citations in the corpus
- Electricity price forecasting in deregulated markets: A review and evaluation (2009, background): “Authors of [5] documented the key issues of electricity price modeling and forecasting, and reviewed the price models adapted from financial assets.”
- Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models (2008, background): “…et al., 2005), vector autoregressions with exogenous effects (Panagiotelis and Smith, 2008), threshold AR and ARX models (Misiorek et al., 2006), regime-switching regressions with fundamental variables (Karakatsani and Bunn, 2008) and mean-reverting jump diffusions (Knittel and Roberts, 2005).”
- Periodic Seasonal Reg-ARFIMA–GARCH Models for Daily Electricity Spot Prices (2007, background): “(See Escribano, Peña, and Villaplana 2002; Bunn and Karakatsani 2003 for reviews of the salient features of electricity prices.)”
- Hourly Electricity Prices in Day-Ahead Markets (2007, methodology): “An overview of the different models can be obtained from Bunn and Karakatsani (2003), Escribano, Peña and Villaplana (2002), Eydeland and Wolyniec (2003), Huisman and Mahieu (2003), Lucia and Schwartz (2002) and Pilipovic (1998).”
- Short-term electricity prices forecasting in a competitive market: A neural network approach (2007, background): “In this respect, it tended to be over the longer term, taking a view on fuel prices, technological innovation and generation efficiency [2].”
- Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models (2006, unknown): “For recent reviews consult also Bunn and Karakatsani (2003), Eydeland and Wolyniec (2003) and Ventosa et al. (2005).”