Portuguese-Spanish Congress in Electrical Engineering - XCLEEE 2007, Funchal (Portugal). 05-07 julio 2007
Resumen:
The purpose of this paper is to present a price forecasting model for emerging electricity markets. The model combines statistical techniques (as linear regression or time series analysis) with a fundamental market model. According to this, a medium-term forecasting model (obtained through linear regression) is adjusted with short-term information (through an autoregressive approach - AR). The theoretical basis of this price forecasting model is presented, as well as its application to the Italian electricity Market.
Palabras clave: Electricity markets, price forecasting, fundamental market model, time series
Fecha de publicación: julio 2007.
Cita:
Mosquera, N., Reneses, J., Sánchez-Úbeda, E.F., Centeno, E., Electricity price forecasting model: application to the Italian electricity market, Portuguese-Spanish Congress in Electrical Engineering - XCLEEE 2007, Funchal (Portugal). 05-07 julio 2007.
IIT-07-038A
