Matches in SemOpenAlex for { <https://semopenalex.org/work/W2964832206> ?p ?o ?g. }
- W2964832206 endingPage "259" @default.
- W2964832206 startingPage "242" @default.
- W2964832206 abstract "Abstract This work proposes a new approach for the prediction of the electricity price based on forecasting aggregated purchase and sale curves. The basic idea is to model the hourly purchase and the sale curves, to predict them and to find the intersection of the predicted curves in order to obtain the predicted equilibrium market price and volume. Modeling and forecasting of purchase and sale curves is performed by means of functional data analysis methods. More specifically, parametric (FAR) and nonparametric (NPFAR) functional autoregressive models are considered and compared to some benchmarks. An appealing feature of the functional approach is that, unlike other methods, it provides insights into the sale and purchase mechanism connected with the price and demand formation process and can therefore be used for the optimization of bidding strategies. An application to the Italian electricity market (IPEX) is also provided, showing that NPFAR models lead to a statistically significant improvement in the forecasting accuracy." @default.
- W2964832206 created "2019-08-13" @default.
- W2964832206 creator A5053533392 @default.
- W2964832206 creator A5060115015 @default.
- W2964832206 date "2019-09-05" @default.
- W2964832206 modified "2023-10-10" @default.
- W2964832206 title "Forecasting of electricity price through a functional prediction of sale and purchase curves" @default.
- W2964832206 cites W1482574163 @default.
- W2964832206 cites W1509444306 @default.
- W2964832206 cites W1759414318 @default.
- W2964832206 cites W1779574132 @default.
- W2964832206 cites W1871376293 @default.
- W2964832206 cites W1986975877 @default.
- W2964832206 cites W1990785420 @default.
- W2964832206 cites W2006127089 @default.
- W2964832206 cites W2010538021 @default.
- W2964832206 cites W2011394589 @default.
- W2964832206 cites W2021796589 @default.
- W2964832206 cites W2024155197 @default.
- W2964832206 cites W2025674058 @default.
- W2964832206 cites W2034269318 @default.
- W2964832206 cites W2035982283 @default.
- W2964832206 cites W2038594239 @default.
- W2964832206 cites W2043172021 @default.
- W2964832206 cites W2049986915 @default.
- W2964832206 cites W2050419479 @default.
- W2964832206 cites W2059977044 @default.
- W2964832206 cites W2064827017 @default.
- W2964832206 cites W2089217930 @default.
- W2964832206 cites W2091083714 @default.
- W2964832206 cites W2095194401 @default.
- W2964832206 cites W2103226621 @default.
- W2964832206 cites W2103504194 @default.
- W2964832206 cites W2109316012 @default.
- W2964832206 cites W2109469908 @default.
- W2964832206 cites W2113388958 @default.
- W2964832206 cites W2123346183 @default.
- W2964832206 cites W2126831543 @default.
- W2964832206 cites W2129620729 @default.
- W2964832206 cites W2132591205 @default.
- W2964832206 cites W2139290304 @default.
- W2964832206 cites W2139882890 @default.
- W2964832206 cites W2145732764 @default.
- W2964832206 cites W2152271106 @default.
- W2964832206 cites W2155482907 @default.
- W2964832206 cites W2168138569 @default.
- W2964832206 cites W2175580798 @default.
- W2964832206 cites W2291164860 @default.
- W2964832206 cites W2315598830 @default.
- W2964832206 cites W2341392150 @default.
- W2964832206 cites W2512175799 @default.
- W2964832206 cites W2791331167 @default.
- W2964832206 cites W3122522189 @default.
- W2964832206 cites W3123622325 @default.
- W2964832206 cites W3124216392 @default.
- W2964832206 cites W3124621140 @default.
- W2964832206 cites W3125614253 @default.
- W2964832206 cites W4205462863 @default.
- W2964832206 cites W4229740899 @default.
- W2964832206 cites W4240782261 @default.
- W2964832206 cites W4293747882 @default.
- W2964832206 cites W588287923 @default.
- W2964832206 doi "https://doi.org/10.1002/for.2624" @default.
- W2964832206 hasPublicationYear "2019" @default.
- W2964832206 type Work @default.
- W2964832206 sameAs 2964832206 @default.
- W2964832206 citedByCount "29" @default.
- W2964832206 countsByYear W29648322062019 @default.
- W2964832206 countsByYear W29648322062020 @default.
- W2964832206 countsByYear W29648322062021 @default.
- W2964832206 countsByYear W29648322062022 @default.
- W2964832206 countsByYear W29648322062023 @default.
- W2964832206 crossrefType "journal-article" @default.
- W2964832206 hasAuthorship W2964832206A5053533392 @default.
- W2964832206 hasAuthorship W2964832206A5060115015 @default.
- W2964832206 hasConcept C102366305 @default.
- W2964832206 hasConcept C119599485 @default.
- W2964832206 hasConcept C119857082 @default.
- W2964832206 hasConcept C127413603 @default.
- W2964832206 hasConcept C146733006 @default.
- W2964832206 hasConcept C149782125 @default.
- W2964832206 hasConcept C159877910 @default.
- W2964832206 hasConcept C162324750 @default.
- W2964832206 hasConcept C175444787 @default.
- W2964832206 hasConcept C206658404 @default.
- W2964832206 hasConcept C41008148 @default.
- W2964832206 hasConcept C51820054 @default.
- W2964832206 hasConcept C9233905 @default.
- W2964832206 hasConceptScore W2964832206C102366305 @default.
- W2964832206 hasConceptScore W2964832206C119599485 @default.
- W2964832206 hasConceptScore W2964832206C119857082 @default.
- W2964832206 hasConceptScore W2964832206C127413603 @default.
- W2964832206 hasConceptScore W2964832206C146733006 @default.
- W2964832206 hasConceptScore W2964832206C149782125 @default.
- W2964832206 hasConceptScore W2964832206C159877910 @default.
- W2964832206 hasConceptScore W2964832206C162324750 @default.
- W2964832206 hasConceptScore W2964832206C175444787 @default.
- W2964832206 hasConceptScore W2964832206C206658404 @default.