13-068/III - Forecasting Day-Ahead Electricity Prices: Utilizing Hourly Prices

• Authors
  Eran Raviv, Erasmus University Rotterdam; Kees E. Bouwman, Erasmus University Rotterdam; Dick van Dijk, Erasmus University Rotterdam
• Publication date
  May 17, 2013

• Keywords
  Electricity market, Forecasting, Hourly prices, Dimension reduction, Shrinkage, Forecast combinations
• JEL
  C53, C32, Q47