2 papers
stat.AP2022
A Multivariate Dependence Analysis for Electricity Prices, Demand and Renewable Energy Sources
Fabrizio Durante, Angelica Gianfreda, Francesco Ravazzolo +1
This paper examines the dependence between electricity prices, demand, and renewable energy sources by means of a multivariate copula model {while studying Germany, the widest stud…
econ.EM2018
Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration
Angelica Gianfreda, Francesco Ravazzolo, Luca Rossini
This paper compares alternative univariate versus multivariate models, frequentist versus Bayesian autoregressive and vector autoregressive specifications, for hourly day-ahead ele…