Beating the Naive-Combining LASSO with NaIve Intraday Electricity Price Forecasts

Marcjasz, G; Uniejewski, B; Weron, R

Weron, R (corresponding author), Wroclaw Univ Sci & Technol, Dept Operat Res & Business Intelligence, PL-50370 Wroclaw, Poland.

ENERGIES, 2020; 13 (7):

Abstract

In the last three decades the vast majority of electricity price forecasting (EPF) research has concerned day-ahead markets. However, the rapid expans......

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