Forecasting Electricity Prices in Spot Markets - One Week Horizon Approach

dc.contributor.author José Nuno Fidalgo en
dc.contributor.author João Tomé Saraiva en
dc.contributor.author A. F. Duarte en
dc.date.accessioned 2017-11-16T12:42:11Z
dc.date.available 2017-11-16T12:42:11Z
dc.date.issued 2009 en
dc.description.abstract This paper describes the methodology developed to build estimates of electricity prices having the horizon of one week. This approach uses artificial neural networks and includes a particular treatment of weekends and national holidays as a way to improve the quality of the results. The developed approach was tested using data obtained from the Spanish market operator for the time period of 2006 to 2008. The obtained value of MAPE - Mean Absolute Percentage Error - was 12,62% for workdays and 10,73% for holidays and weekends. The obtained results show that this study has interest to the market agents in question, since realistic forecasting was achieved. en
dc.identifier.uri http://repositorio.inesctec.pt/handle/123456789/1698
dc.language eng en
dc.relation 253 en
dc.relation 268 en
dc.rights info:eu-repo/semantics/openAccess en
dc.title Forecasting Electricity Prices in Spot Markets - One Week Horizon Approach en
dc.type conferenceObject en
dc.type Publication en
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