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
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