Improving Electricity Market Price Forecasting with Factor Models for the Optimal Generation Bid
Version of Record online: 28 AUG 2013
© 2013 The Authors. International Statistical Review © 2013 International Statistical Institute
International Statistical Review
Volume 81, Issue 2, pages 289–306, August 2013
How to Cite
Muñoz, M. P., Corchero, C. and Heredia, F.-J. (2013), Improving Electricity Market Price Forecasting with Factor Models for the Optimal Generation Bid. International Statistical Review, 81: 289–306. doi: 10.1111/insr.12014
- Issue online: 28 AUG 2013
- Version of Record online: 28 AUG 2013
- Manuscript Accepted: 10 JAN 2013
- Manuscript Revised: 30 DEC 2012
- Manuscript Received: 10 JAN 2011
- Ministry of Science and Technology of Spain. Grant Number: DPI2008-02153
- Ministry of Science and Technology of Spain. Grant Number: BES-2006-12311
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