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Electricity Price Forecasting by Averaging Dynamic Factor Models. (2016). Garca-Martos, Carolina ; Bastos, Guadalupe ; Alonso, Andrs M.
In: Energies.
RePEc:gam:jeners:v:9:y:2016:i:8:p:600-:d:74917.

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  1. Estimation of a dynamic multi-level factor model with possible long-range dependence. (2023). Rodriguez-Caballero, Vladimir C ; Ergemen, Yunus Emre.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:39:y:2023:i:1:p:405-430.

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  2. Multistage optimization filter for trend?based short?term forecasting. (2022). Vinogradov, Dmitri ; Kellard, Neil ; Zafar, Usman.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:41:y:2022:i:2:p:345-360.

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  3. A robust procedure to build dynamic factor models with cluster structure. (2020). Galeano, Pedro ; Alonso, Andres M ; Pea, Daniel.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:216:y:2020:i:1:p:35-52.

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  4. Selection of calibration windows for day-ahead electricity price forecasting. (2018). Weron, Rafał ; Serafin, Tomasz ; Marcjasz, Grzegorz.
    In: HSC Research Reports.
    RePEc:wuu:wpaper:hsc1806.

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  5. Selection of Calibration Windows for Day-Ahead Electricity Price Forecasting. (2018). Weron, Rafał ; Serafin, Tomasz ; Marcjasz, Grzegorz.
    In: Energies.
    RePEc:gam:jeners:v:11:y:2018:i:9:p:2364-:d:168385.

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  6. Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks. (2018). Weron, Rafał ; Ziel, Florian.
    In: Energy Economics.
    RePEc:eee:eneeco:v:70:y:2018:i:c:p:396-420.

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  7. Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks. (2018). Weron, Rafał ; Ziel, Florian.
    In: Papers.
    RePEc:arx:papers:1805.06649.

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  8. Recent Advances in Energy Time Series Forecasting. (2017). Riquelme, Jose C ; Troncoso, Alicia ; Martinez-Alvarez, Francisco.
    In: Energies.
    RePEc:gam:jeners:v:10:y:2017:i:6:p:809-:d:101438.

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  9. BIAS correction for dynamic factor models. (2017). Bastos, Guadalupe ; Garcia-Martos, Carolina ; Alonso, Andres Modesto .
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:24029.

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References

References cited by this document

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  5. Electricity Markets during the Liberalization: The Case of a European Union Country. (2021). Kriaj, Alan ; Bojnec, Tefan.
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  9. Forecasting Electricity Market Price for End Users in EU28 until 2020—Main Factors of Influence. (2018). Zambotti, Stefano ; Grilli, Gianluca ; Pezzutto, Simon ; Dunjic, Stefan .
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