most citedPredictive Accuracy of a Hybrid Generalized Long Memory Model for Short Term Electricity Price Forecasting

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q-fin.ST2022

A Dual Generalized Long Memory Modelling for Forecasting Electricity Spot Price: Neural Network and Wavelet Estimate

Souhir Ben Amor, Heni Boubaker, Lotfi Belkacem

In this paper, dual generalized long memory modelling has been proposed to predict the electricity spot price. First, we focus on modelling the conditional mean of the series so we…