223 citations · 431 across the 6 of their papers we have counts for
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q-fin.ST2022★ 74 cited
Electricity Price Forecasting: The Dawn of Machine Learning
Arkadiusz Jędrzejewski, Jesus Lago, Grzegorz Marcjasz +1
Electricity price forecasting (EPF) is a branch of forecasting on the interface of electrical engineering, statistics, computer science, and finance, which focuses on predicting pr…
q-fin.ST2017★ 223 cited
Forecasting day-ahead electricity prices in Europe: the importance of considering market integration
Jesus Lago, Fjo De Ridder, Peter Vrancx +1
Motivated by the increasing integration among electricity markets, in this paper we propose two different methods to incorporate market integration in electricity price forecasting…