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dc.contributor.authorMarcos Peirotén, Rodrigo Alejandro dees-ES
dc.contributor.authorBello Morales, Antonioes-ES
dc.contributor.authorReneses Guillén, Javieres-ES
dc.date.accessioned2018-06-08T12:14:32Z
dc.date.available2018-06-08T12:14:32Z
dc.identifier.urihttp://hdl.handle.net/11531/27407
dc.description.abstractes-ES
dc.description.abstractTraders and practitioners in diverse power exchanges are nowadays being most exposed to uncertainty than ever. This calls for appropriate electricity price forecasting models that can account for relevant aspects for electricity price forecasting. Therefore, some authors in the current literature have proposed combining fundamental models with econometric methods and have provided useful results for medium-term applications. However, little has been done for the short term. All of these facts encourage this work, which aims to the creation of a suitable hybrid short-term electricity price forecasting model, while extending the most commonly used hybridisation method by considering flexible combination approaches, several variables and individual model amalgamations. In order to validate the advantages and contributions of the proposed model, it has been applied to a real-size power exchange with complex price dynamics, such as the Iberian electricity market, and its performance was compared to that of other, more traditional, forecasting models.en-GB
dc.format.mimetypeapplication/pdfes_ES
dc.language.isoen-GBes_ES
dc.rightses_ES
dc.rights.uries_ES
dc.titleHybridisation of fundamental and composite econometric modelling for short-term electricity price forecastinges_ES
dc.typeinfo:eu-repo/semantics/workingPaperes_ES
dc.description.versioninfo:eu-repo/semantics/draftes_ES
dc.rights.accessRightsinfo:eu-repo/semantics/restrictedAccesses_ES
dc.keywordses-ES
dc.keywordsEconometric Models, Fundamental Models, Hybrid Models, Power Exchanges, Short-Term Forecastingen-GB


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