Beating the Naïve—Combining LASSO with Naïve Intraday Electricity Price Forecasts

In the last three decades the vast majority of electricity price forecasting (EPF) research has concerned day-ahead markets. However, the rapid expansion of renewable generation—mostly wind and solar—have shifted the focus to intraday markets, which can be used to balance the deviations between posi...

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Bibliographic Details
Main Authors: Grzegorz Marcjasz, Bartosz Uniejewski, Rafał Weron
Format: Article
Language:English
Published: MDPI AG 2020-04-01
Series:Energies
Subjects:
Online Access:https://www.mdpi.com/1996-1073/13/7/1667