electricity price and price volatility forecasting
Hybrid ARIMA and Support Vector Regression in Short‑term Electricity Price Forecasting
... short‑term electricity price ...increased forecasting performance, which is more pronounced the higher the volatility and the higher the transmission congestion when the congestion is measured ...
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A Review of Price Forecasting Problem and Techniques in Deregulated Electricity Markets
... its price should also be forecasted along with time but if the same me- thods were used for forecasting electricity prices as other commodity prices, the forecasted price will exhibit lower ...
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Day ahead electricity price forecasting with emphasis on its volatility in Iran (GARCH combined with ARIMA models)
... day-ahead electricity prices based on autoregressive integrated moving average (ARIMA) and generalized autoregressive conditional heteroskedastic (GARCH) ...environment, electricity price ...
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Electricity Price Forecasting Using ELM Tree Approach
... in electricity markets. Facing that reality, price forecasting has an increasing impact in agents’ ...on price negotiation for bilateral contracts is directly dependent on the accuracy of the ...
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A novel method of BFOA LSSVM for electricity price forecasting
... However, forecasting electricity price is more challenging compared to predicting the load or ...the volatility of price where unexpected spikes may occur at any point of ...in ...
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Electricity Price Forecasting Using Recurrent Neural Networks
... Accurate electricity price forecasting has become a substantial requirement since the liberalization of the electricity ...the electricity prices, which includes high volatility, ...
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Day-Ahead Price Forecasting for the Spanish Electricity Market
... for price prediction such as [4] which uses Leipzig Power Exchange data for their experiments and ARMA models with some ...the price of electricity in Spain after the regulatory change, makes use of ...
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Dividend policy and stock price volatility throughout Pakistan
... The particular primary analyze can be thought out to look at the Impact of Dividend Policy about stock price tag volatility inside the organizations of Pakistan. The particular Dividend Policy is still an ...
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Futures based forecasts: How useful are they for oil price volatility forecasting?
... oil price volatility forecasting in the decision making process of the aforementioned stakeholders has been highlighted in the works of Cabedo and Moya (2003), Giot and Laurent (2003), Elder and ...
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SPOT ELECTRICITY PRICE MODELLING AND FORECASTING
... transformed Electricity markets from highly regulated and controlled markets, into, deregulated and competitive ...markets. Electricity trading is no more a technical business. Today, electricity is ...
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Oil Price Volatility and Stock Price Volatility: Evidence from Nigeria
... whether volatility in oil prices in the international market is transmitted into the Nigerian stock ...conditional volatility and conditional correlations between the oil prices and stock price ...
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Price Forecasting of Electricity Markets Based on Local Gaussian Process
... In this paper, a local predictor approach based on provenpowerful regression algorithm which is GP combined withspace reconstruction of time series is introduced. In theproposed method, the phase space is reconstructed ...
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Dynamic Model of Forecasting Stock Prices
... share price of Indofood CBP Sukses Makmur Tbk, Indonesia, for the next 2 months (60 days) and it shows a very reasonable result as the percentage of error is less than the ...
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An integrated PCA – FFNN approach for short term electricity point price forecasting in deregulated electricity markets
... ideal electricity circulation (OPF) conditions for the system load assortments for every hour of the day in a month ...Turkish electricity function and the results are differentiated and ARIMA version and ...
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Forecasting Volatility of Gold Price Using Markov Regime Switching and Trading Strategy
... gold price log returns are stationary. Serial correlation in the gold price confirms it is non- stationary but serial log returns of gold price are station- ...the volatility of the gold ...
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Modelling the Volatility of the Price of Bitcoin
... high electricity consumption, price volatility, thefts from exchanges and the possibility that it is an economic bubble [3], its legal status varies substantially from country to ...
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Oil and Methanol Price volatility
... of forecasting economic variables, different models have been proposed for modeling the relationship between the variables and forecasting ...of forecasting economic factors and the small number of ...
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Can spillover effects provide forecasting gains? The case of oil price volatility
... We generate forecasts of 𝑂𝑉𝑋 based on net spillovers between the variable itself and key uncertainty indicators. Findings suggest that spillovers do not generate significant real out-of-sample forecasting gains, ...
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MODELING AND FORECASTING VOLATILITY OF PRICE INFLATION IN ETHIOPIA USING GARCH FAMILY MODELS
... inflation volatility in Ethiopia because the parameter is positive and statistically significant at 1% ...inflation volatility in ...inflation volatility in Ethiopia because the parameter is positive ...
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A Hybrid Method of Least Square Support Vector Machine and Bacterial Foraging Optimization Algorithm for Medium Term Electricity Price Forecasting
... Only a few researches have been conducted in the field of medium term electricity price forecasting. Some studies on Time Series (TS) and support Vector Machine (SVM) were reported in this area. ...
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