Day-ahead electricity price forecasting based on panel cointegration and particle filter

Title
Day-ahead electricity price forecasting based on panel cointegration and particle filter
Authors
Keywords
-
Journal
ELECTRIC POWER SYSTEMS RESEARCH
Volume 95, Issue -, Pages 66-76
Publisher
Elsevier BV
Online
2012-10-02
DOI
10.1016/j.epsr.2012.07.021

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