Electricity Price Forecasting by Averaging Dynamic Factor Models

Bibliographic Details
Authors: Alonso, Andrés M., Bastos, Guadalupe, García-Martos, Carolina
Format: article
Publication Date:2016
Country:España
Institution:Universidad Politécnica de Madrid
Repository:Archivo Digital UPM
OAI Identifier:oai:oa.upm.es:45969
Online Access:https://oa.upm.es/45969/
Access Level:Open access
Keyword:dimensionality reduction
electricity prices
Bayesian model averaging
forecast combination
Description
Description not available.