Risk-averse profit-based optimal scheduling of a hydro-chain in the day-ahead electricity market

Lectu re Notes in Economics and Mathematical Systems

Martin J. Beckmann, H. P. Kunzi · 1975 · 2.4K citations

Social Sciences, Economics, Mathematics +11

Analysis of time series subject to changes in regime

James D. Hamilton · Journal of Econometrics · 1990 · 2K citations

Social Sciences, Economics, Dynamical Systems +11

ARIMA models to predict next-day electricity prices

Javier Contreras, Rosa Espínola, Francisco J. Nogales et al. · IEEE Transactions on Power Systems · 2003 · 1.5K citations

Computing, Economics, Electrical Engineering +16

Short-Term Variations and Long-Term Dynamics in Commodity Prices

Eduardo S. Schwartz, James E. Smith · Management Science · 2000 · 1.1K citations

Business, Business Economics, Economics +17

ARIMA Models to Predict Next-Day Electricity Prices

Javier Contreras, Rosario Espinola, Francisco J. Nogales et al. · IEEE Power Engineering Review · 2002 · 941 citations

Computing, Economics, Electrical Engineering +16