Machine Learning Models and Intra-Daily Market Information for the Prediction of Italian Electricity Prices

Machine Learning Models and Intra-Daily Market Information for the Prediction of Italian Electricity Prices

In this paper we assess how intra-day electricity prices can improve the prediction of zonal day-ahead wholesale electricity prices in Italy. We consider linear autoregressive models with exogenous variables (ARX) with and without interactions among predictors, and non-parametric models taken from t...

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Bibliographic Details
Main Authors: Silvia Golia, Luigi Grossi, Matteo Pelagatti
Format: Article
Language:English
Published: MDPI AG 2022-12-01
Series:Forecasting
Subjects:
electricity spot prices
forecasting
intra-day electricity prices
random forests
support vector machines
variable importance
Online Access:https://www.mdpi.com/2571-9394/5/1/3

Internet

https://www.mdpi.com/2571-9394/5/1/3

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