Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models

International Journal of Forecasting

Volumn 24, Issue 4, 2008, Pages 744-763

  Weron, Rafał ^a   Misiorek, Adam ^b  

^a WROCLAW UNIVERSITY OF TECHNOLOGY   (Poland)

^b Santander Consumer Bank SA   (Poland)

Author keywords

Autoregressive model; Conditional coverage; Electricity market; Interval forecasts; Nonparametric maximum likelihood; Price forecasts

Indexed keywords

EID: 55349112144     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ijforecast.2008.08.004     Document Type: Article

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