Day-ahead electricity price forecasting based on panel cointegration and particle filter

Electric Power Systems Research

Volumn 95, Issue , 2013, Pages 66-76

  Li, X R ^a   Yu, C W ^a   Ren, S Y ^a   Chiu, C H ^b   Meng, K ^c  

^a HONG KONG POLYTECHNIC UNIVERSITY   (Hong Kong)

^b SUN YAT SEN UNIVERSITY   (China)

^c UNIVERSITY OF NEWCASTLE   (Australia)

Author keywords

Cointegration model; Panel data; Particle filter; Price forecasting

Indexed keywords

BIDDING STRATEGY; CO-INTEGRATION MODEL; COMMODITY MARKETS; DATA SETS; DAY-AHEAD ELECTRICITY MARKET; ELECTRICITY MARKET; ELECTRICITY PRICE FORECASTING; ELECTRICITY PRICES; ENERGY PRICES; FORECASTING TOOLS; FUEL MARKETS; GENERATION COMPANIES; HYBRID MODEL; INVESTMENT DECISIONS; MODEL COEFFICIENT; NONGAUSSIAN SIGNALS; PANEL COINTEGRATION; PANEL DATA; PARTICLE FILTER; PRICE FORECASTING; TIME-VARYING PROCESS; TRACKING APPLICATION;

COMMERCE; ELECTRIC INDUSTRY; ELECTRIC LOAD FORECASTING; ELECTRICITY; FORECASTING; INVESTMENTS; MONTE CARLO METHODS;

COSTS;

EID: 84870410655     PISSN: 03787796     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.epsr.2012.07.021     Document Type: Article

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