Predicting Day-Ahead Electricity Market Prices through the Integration of Macroeconomic Factors and Machine Learning Techniques
Abstract Several events in the last years changed to some extent the common understanding of the electricity day-ahead market (DAM). The shape of the electricity price curve has been altered as some factors that underpinned the electricity price forecast (EPF) lost their importance and new influenti...
| Main Authors: | , |
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| Formato: | Artigo |
| Idioma: | English |
| Publicado: |
Springer
2024-01-01
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| Series: | International Journal of Computational Intelligence Systems |
| Subjects: | |
| Acceso en liña: | https://doi.org/10.1007/s44196-023-00387-3 |