An empirical comparison of alternative schemes for combining electricity spot price forecasts-Reference-Cited by-同舟云学术

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An empirical comparison of alternative schemes for combining electricity spot price forecasts

Published:2014-11 Issue: Volume:46 Page:395-412
ISSN:0140-9883
Container-title:Energy Economics
language:en
Short-container-title:Energy Economics

Author:

Nowotarski Jakub,Raviv Eran,Trück Stefan,Weron Rafał

Funder

Australian Research Council

National Science Centre (NCN, Poland)

Publisher

Elsevier BV

Subject

General Energy,Economics and Econometrics

Reference56 articles.

1. Electricity price forecasting in deregulated markets: a review and evaluation;Aggarwal;Int. J. Electr. Power Energy Syst.,2009

2. An empirical analysis of the accuracy of SA, OLS, ERLS and NRLS combination forecasts;Aksu;Int. J. Forecast.,1992

3. Combination of long term and short term forecasts, with application to tourism demand forecasting;Andrawis;Int. J. Forecast.,2011

4. A simplified jump process for common stock returns;Ball;J. Financ. Quant. Anal.,1983

5. The combination of forecasts;Bates;Oper. Res. Q.,1969

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