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Teodoro, M. F., Andrade, M., Silva, E. C., Borges, A. & Covas, R. (2018). Energy prices forecasting using GLM. In Teresa A. Oliveira, Christos P. Kitsos, Amílcar Oliveira, Luís Grilo (Ed.), Recent studies in risk analysis and statistical modeling.: Springer.
M. F. Teodoro et al., "Energy prices forecasting using GLM", in Recent studies in risk analysis and statistical modeling, Teresa A. Oliveira, Christos P. Kitsos, Amílcar Oliveira, Luís Grilo, Ed., Springer, 2018
@incollection{teodoro2018_1714293138981, author = "Teodoro, M. F. and Andrade, M. and Silva, E. C. and Borges, A. and Covas, R.", title = "Energy prices forecasting using GLM", chapter = "", booktitle = "Recent studies in risk analysis and statistical modeling", year = "2018", volume = "", series = "", edition = "", publisher = "Springer", address = "", url = "https://www.springer.com/gp/book/9783319766041" }
TY - CHAP TI - Energy prices forecasting using GLM T2 - Recent studies in risk analysis and statistical modeling AU - Teodoro, M. F. AU - Andrade, M. AU - Silva, E. C. AU - Borges, A. AU - Covas, R. PY - 2018 SN - 1431-1968 UR - https://www.springer.com/gp/book/9783319766041 AB - The work described in this article results from a problem proposed by the company EDP - Energy Solutions Operator, in the framework of ESGI 119th, European Study Group with Industry, during July 2016. Markets for electricity have two characteristics: the energy is mainly no-storable and volatile prices at exchanges are issues to take into consideration. These two features, between others, contribute significantly to the risk of a planning process. The aim of the problem is the short term forecast of hourly energy prices. In present work, GLM is considered a useful technique to obtain a predictive model where its predictive power is discussed. The results show that in the GLM framework the season of the year, month or winter/ summer period revealed significant explanatory variables in the different estimated models. The in-sample forecast is promising, conducting to adequate measures of performance. ER -