07-036/4 - The Power of Weather: Some Empirical Evidence on Predicting Day-ahead Power Prices through Day-ahead Weather Forecasts

• Authors
  Christian Huurman, Financial Engineering Associates; Francesco Ravazzolo, Erasmus Universiteit Rotterdam; Chen Zhou, Erasmus Universiteit Rotterdam
• Publication date
  April 25, 2007

• Keywords
  Electricity prices; forecasting; GARCH models; weather forecasts
• JEL
  C53; G15; Q40