Forecasting electricity prices with machine learning: predictor sensitivity

[1]  Madan Mohan Tripathi,et al.  Ensemble of relevance vector machines and boosted trees for electricity price forecasting , 2019, Applied Energy.

[2]  Selim Zaim,et al.  A machine learning-based usability evaluation method for eLearning systems , 2013, Decis. Support Syst..

[3]  Stefan Feuerriegel,et al.  News-based forecasts of macroeconomic indicators: A semantic path model for interpretable predictions , 2018, Eur. J. Oper. Res..

[4]  F. Diebold,et al.  Comparing Predictive Accuracy , 1994, Business Cycles.

[5]  Tomasz Weron,et al.  Day-Ahead vs. Intraday—Forecasting the Price Spread to Maximize Economic Benefits , 2019, Energies.

[6]  Rafał Weron,et al.  Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks , 2018, 1805.06649.

[7]  R. Weron,et al.  Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models , 2008 .

[8]  J. Contreras,et al.  ARIMA models to predict next-day electricity prices , 2002 .

[9]  Francisco Martínez-Álvarez,et al.  A Survey on Data Mining Techniques Applied to Electricity-Related Time Series Forecasting , 2015 .

[10]  Florian Ziel,et al.  Probabilistic mid- and long-term electricity price forecasting , 2017, Renewable and Sustainable Energy Reviews.

[11]  T. Dillon,et al.  Electricity price short-term forecasting using artificial neural networks , 1999 .

[12]  W. Fichtner,et al.  A combined modeling approach for wind power feed-in and electricity spot prices , 2013 .

[13]  Paweł D. Domański,et al.  Alternative approaches to the prediction of electricity prices , 2017 .

[14]  Rafał Weron,et al.  On the importance of the long-term seasonal component in day-ahead electricity price forecasting with NARX neural networks , 2019, International Journal of Forecasting.

[15]  Stefan Feuerriegel,et al.  Short-Term Dynamics of Day-Ahead and Intraday Electricity Prices , 2017 .

[16]  Francesco Ravazzolo,et al.  The Power of Weather , 2009, Comput. Stat. Data Anal..

[17]  Ashwani Kumar,et al.  Electricity price forecasting in deregulated markets: A review and evaluation , 2009 .

[18]  Chi-Keung Woo,et al.  The impact of wind generation on the electricity spot-market price level and variance: The Texas experience , 2011 .

[19]  Rafał Weron,et al.  Beating the Naïve—Combining LASSO with Naïve Intraday Electricity Price Forecasts , 2020 .

[20]  Antonio J. Conejo,et al.  Electricity price forecasting through transfer function models , 2006, J. Oper. Res. Soc..

[21]  M. Genoese,et al.  The merit-order effect: A detailed analysis of the price effect of renewable electricity generation on spot market prices in Germany , 2008 .

[22]  Rafał Weron,et al.  Understanding intraday electricity markets: Variable selection and very short-term price forecasting using LASSO , 2018, International Journal of Forecasting.

[23]  Christopher R. Knittel,et al.  An empirical examination of restructured electricity prices , 2005 .

[24]  Stefan Feuerriegel,et al.  Deep learning in business analytics and operations research: Models, applications and managerial implications , 2018, Eur. J. Oper. Res..

[25]  S. Rachev,et al.  Spot and Derivative Pricing in the EEX Power Market , 2007 .

[26]  J. Contreras,et al.  Forecasting electricity prices for a day-ahead pool-based electric energy market , 2005 .

[27]  Rosa Espínola,et al.  The effect of wind generation and weekday on Spanish electricity spot price forecasting , 2011 .

[28]  Michael Y. Hu,et al.  A Cross‐Validation Analysis of Neural Network Out‐of‐Sample Performance in Exchange Rate Forecasting , 1999 .

[29]  R. Green,et al.  Market behaviour with large amounts of intermittent generation , 2010 .

[30]  Marc Gürtler,et al.  Forecasting performance of time series models on electricity spot markets , 2018, International Journal of Energy Sector Management.

[31]  Pierre Pinson,et al.  Electricity market clearing with improved scheduling of stochastic production , 2014, Eur. J. Oper. Res..

[32]  D. Bunn,et al.  The Forecasting Performance of a Finite Mixture Regime-Switching Model for Daily Electricity Prices , 2014 .

[33]  J. Contreras,et al.  Forecasting next-day electricity prices by time series models , 2002 .

[34]  Der-Chiang Li,et al.  Forecasting short-term electricity consumption using the adaptive grey-based approach—An Asian case , 2012 .

[35]  Leo Breiman,et al.  Random Forests , 2001, Machine Learning.

[36]  Ilkay Oksuz,et al.  Electricity Price Forecasting Using Recurrent Neural Networks , 2018 .

[37]  Ruggero Schleicher-Tappeser,et al.  How renewables will change electricity markets in the next five years , 2012 .

[38]  H. Zareipour,et al.  The large-scale integration of wind generation: Impacts on price, reliability and dispatchable conventional suppliers , 2010 .

[39]  Florian Steinke,et al.  Forecasting the Price Distribution of Continuous Intraday Electricity Trading , 2019, Energies.

[40]  Asil Oztekin,et al.  A data analytic approach to forecasting daily stock returns in an emerging market , 2016, Eur. J. Oper. Res..

[41]  Stefan Feuerriegel,et al.  Putting Big Data analytics to work: Feature selection for forecasting electricity prices using the LASSO and random forests , 2014, J. Decis. Syst..

[42]  T. Kristiansen.  Forecasting Nord Pool day-ahead prices with an autoregressive model , 2012 .

[43]  R. Weron.  Electricity price forecasting: A review of the state-of-the-art with a look into the future , 2014 .

[44]  Francesco Lisi,et al.  Combining day-ahead forecasts for British electricity prices , 2013 .

[45]  Ioannis P. Panapakidis,et al.  Day-ahead electricity price forecasting via the application of artificial neural network based models , 2016 .