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Applied Economics Volume 48, 2016 - Issue 5
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Original Articles

Forecasting electricity spot prices using time-series models with a double temporal segmentation

Marie BessecLEDa-CGEMP Université Paris Dauphine, Paris, FranceCorrespondence[email protected]
,
Julien FouquauESCP Europe, Paris, France
&
Sophie MeritetLEDa-CGEMP Université Paris Dauphine, Paris, France
Pages 361-378 | Published online: 11 Sep 2015

Citations (11)

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Thao Pham. (2019) Do German renewable energy resources affect prices and mitigate market power in the French electricity market ?. Applied Economics 51:54, pages 5829-5842.
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Articles from other publishers (10)

Antonio C. Caputo, Alessandro Federici, Pacifico M. Pelagagge & Paolo Salini. (2023) Offshore wind power system economic evaluation framework under aleatory and epistemic uncertainty. Applied Energy 350, pages 121585.
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Ricardo Petri Silva, Bruno Bogaz Zarpelão, Alberto Cano & Sylvio Barbon Junior. (2021) Time Series Segmentation Based on Stationarity Analysis to Improve New Samples Prediction. Sensors 21:21, pages 7333.
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Ismail Shah, Sher Akbar, Tanzila Saba, Sajid Ali & Amjad Rehman. (2021) Short-Term Forecasting for the Electricity Spot Prices With Extreme Values Treatment. IEEE Access 9, pages 105451-105462.
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Bartosz Uniejewski, Rafal Weron & Florian Ziel. (2018) Variance Stabilizing Transformations for Electricity Spot Price Forecasting. IEEE Transactions on Power Systems 33:2, pages 2219-2229.
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Ali Karasan, İsmail Sevim & Melih Çinar. 2018. Digital Marketing and Consumer Engagement. Digital Marketing and Consumer Engagement 157 190 .
Chuanbin Li, Xiaosen Zheng, Zikun Yang & Li Kuang. (2018) Predicting Short-Term Electricity Demand by Combining the Advantages of ARMA and XGBoost in Fog Computing Environment. Wireless Communications and Mobile Computing 2018, pages 1-18.
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Marie Bessec & Julien Fouquau. (2018) Short-run electricity load forecasting with combinations of stationary wavelet transforms. European Journal of Operational Research 264:1, pages 149-164.
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Ali Karasan, İsmail Sevim & Melih Çinar. 2017. Handbook of Research on Intelligent Techniques and Modeling Applications in Marketing Analytics. Handbook of Research on Intelligent Techniques and Modeling Applications in Marketing Analytics 258 290 .
Bartosz Uniejewski, Jakub Nowotarski & Rafał Weron. (2016) Automated Variable Selection and Shrinkage for Day-Ahead Electricity Price Forecasting. Energies 9:8, pages 621.
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Antanina Hryshchuk & Stefan Lessmann. (2018) Deregulated Day-Ahead Electricity Markets in Southeast Europe: Price Forecasting and Comparative Structural Analysis. SSRN Electronic Journal.
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