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Descripción
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| A forecasting model for electricity prices is developed, based on the optimal combination of multiple univariate/multivariate time series methods and considering renewable energy generation as possible explanatory variables. Specifically, wind power and hydro generation are considered. The optimal combination is achieved by solving an efficient linear mathematical programming problem which minimizes the mean absolute percentage error of the forecast. | |
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Internacional
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Si |
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Nombre congreso
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Computational and Financial Econometrics (CFE) |
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Tipo de participación
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960 |
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Lugar del congreso
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Oviedo (Spain) |
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Revisores
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Si |
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ISBN o ISSN
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978-84-937822-2-1 |
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DOI
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Fecha inicio congreso
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01/12/2012 |
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Fecha fin congreso
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03/12/2012 |
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Desde la página
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128 |
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Hasta la página
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128 |
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Título de las actas
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