Publication | Open Access

Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks

Forecasting MethodologyEconomic ForecastingEngineeringSmart GridHigh-dimensional StructuresPredictive AnalyticsDemand ForecastingEnergy ForecastingBusinessEconometricsDay-ahead Electricity PriceMultivariate Modeling FrameworksForecastingEnergy PredictionStatisticsQuantitative Management