Coupling the Empirical Wavelet and the Neural Network Methods in Order to Forecast Electricity Price

This paper aims to evaluate the forecast capability of electricity markets, categorized by numerous major characteristics such as non-stationarity, nonlinearity, highest volatility, high frequency, mean reversion and multiple seasonality, which give multifarious forecasts. To improve it, this invest...

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Veröffentlicht in:	Journal of risk and financial management 2023-04, Vol.16 (4), p.246
Hauptverfasser:	Boubaker, Heni, Bannour, Nawres
Format:	Artikel
Sprache:	eng
Schlagworte:	Econometrics Electricity Forecasting Maximum likelihood method Methods Neural networks Prices Stochastic models Time series
Online-Zugang:	Volltext
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