Forecasting electricity prices for a day-ahead pool-based electric energy market

Author:

Conejo Antonio J.,Contreras Javier,Espínola Rosa,Plazas Miguel A.

Publisher

Elsevier BV

Subject

Business and International Management

Reference27 articles.

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2. Time series analysis: Forecasting and control;Box,1994

3. GAMS: A user's guide;Brooke,1998

4. Which way the natural gas price: An attempt to predict the direction of natural gas spot price movements using trader positions;Buchananan;Energy Economics,2001

5. Estimating oil price ‘Value at Risk’ using the historical simulation approach;Cabedo;Energy Economics,2003

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