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...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2022-12-01
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| Series: | Forecasting |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2571-9394/5/1/3 |