نتایج جستجو برای: forecasting prices
تعداد نتایج: 83934 فیلتر نتایج به سال:
Day-ahead forecasting of electricity prices is important in deregulated electricity markets for all the stakeholders: energy wholesalers, traders, retailers, and consumers. Electricity price forecasting is an inherently difficult problem due to its special characteristic of dynamicity and non-stationarity. In this paper, we present a robust price forecasting mechanism that shows resilience towa...
We present an empirical analysis of restructured electricity prices. We study the distributional and temporal properties of the price process in a non-parametric framework, after which we parametrically model the price process using several common asset price specifications from the asset-pricing literature, as well as several less conventional models motivated by the peculiarities of electrici...
Abstract Forecasting of crude oil price plays a crucial role in optimization of production, marketing and market strategies. Furthermore, it plays a significant role in government’s policies, because the government sets and implements its policies not only according to the current situation but also according to short run and long run predictions of important economic variables like oil price...
Improving out-of-sample forecasting is one of the main issues in financial research. Previous studies have achieved this objective by increasing the number of input variables or changing the kind of input variables. Changing the forecasting model is another possible approach to improve out-of-sample forecasting. Most researches have focused on linear models, while few have studied nonlinear mod...
The paper considers the forecasting of the Warsaw Stock Exchange price index WIG20 by applying a state space wavelet network model of the index price. The approach can be applied to the development of tools for predicting changes of other economic indicators, especially stock exchange indices. The paper presents a general state space wavelet network model and the underlying principles. The mode...
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