Understanding intraday electricity markets: Variable selection and very short-term price forecasting using LASSO

Author:

Uniejewski Bartosz,Marcjasz Grzegorz,Weron Rafał

Funder

German Research Foundation

National Science Center

Publisher

Elsevier BV

Subject

Business and International Management

Reference38 articles.

1. An optimal trading problem in intraday electricity markets;Aïd;Mathematics and Financial Economics,2016

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3. Probabilistic price forecasting for day-ahead and intraday markets: beyond the statistical model;Andrade;Sustainability,2017

4. Sizing and economic assessment of energy storage with real-time pricing and ancillary services;Barnes,2013

5. Comparing predictive accuracy;Diebold;Journal of Business & Economic Statistics,1995

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