Improving Electricity Market Price Forecasting with Factor Models for the Optimal Generation Bid
Author:
Affiliation:
1. Department of Statistics and Operations Research; Universitat Politecnica de Catalunya; Jordi Girona 1-3, Office 205, Barcelona; 08034; Spain
Publisher
Wiley
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/insr.12014/fullpdf
Reference66 articles.
1. Alonso , A. M. Garcia-Martos , C. Rodriguez , J. Sanchez , M. J. 2008 Seasonal dynamic factor analysis and bootstrap inference: application to electricity market forecasting
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3. Inferential theory for factors models of large dimensions;Bai;Econometrica,2003
4. Determining the number of factors in approximate factor models;Bai;Econometrica,2002
5. Large dimensional factor analysis;Bai;Found. Trends. Econ.,2008
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