Combining day-ahead forecasts for British electricity prices

Journal

Energy Economics

Subject

Management Science and Operations

Publishing details

Energy Economics 2013 Vol 35 p 88-103

Authors / Editors

Bordignon S; Bunn D W; Lisi F; Nan F

Biographies

Bunn D W

Publication Year

2013

Keywords

Forecasts combination; Prediction accuracy; ARMAX; Time-varying parameter regression; Markov regime switching; Electricity price forecasting