Forecasting electricity spot-prices using linear univariate time-series models

Applied Energy

Volumn 77, Issue 1, 2004, Pages 87-106

  Crespo Cuaresma, Jesús ^a   Hlouskova, Jaroslava ^b   Kossmeier, Stephan ^c   Obersteiner, Michael ^d  

^a UNIVERSITY OF VIENNA   (Austria)

^b INSTITUTE FOR ADVANCED STUDIES   (Austria)

^c VIENNA UNIVERSITY OF TECHNOLOGY   (Austria)

^d INTERNATIONAL INSTITUTE FOR APPLIED SYSTEMS ANALYSIS   (Austria)

Author keywords

ARMA models; Electricity spot prices; Forecasting; Structural time series models

Indexed keywords

ELECTRIC UTILITIES; PROBABILITY; TIME SERIES ANALYSIS;

FORECASTING ABILITIES;

ENERGY MANAGEMENT;

ELECTRICITY INDUSTRY; FORECASTING METHOD; MODELING; PRICE DYNAMICS;

GERMANY; LEIPZIG; SAXONY;

EID: 0142104187     PISSN: 03062619     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0306-2619(03)00096-5     Document Type: Article

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