Type of Publication: Article in Journal

Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks

Author(s):

Ziel, Florian; Weron, Rafal

Title of Journal:

Energy Economics

Volume (Publication Date):

70 (2018)

pages:

396-420

Digital Object Identifier (DOI):

doi:10.1016/j.eneco.2017.12.016

Link to complete version:

https://www.sciencedirect.com/science/article/pii/S014098831730436X

Citation:

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