A variety of methods and ideas have been tried for electricity price forecasting (EPF) over the
last 15 years, with varying degrees of success. This review article aims to explain the …

Accurate electricity price forecasting (EPF) is crucial to participants and decision-makers
within the electricity market. This paper reviews 62 screened literature works on EPF during …

Based on the previous studies that Markov-type GARCH models exhibit inconsistent
predictive ability over different horizons, we conduct the improvement of predictive power of …

The aim of this research is to determine the influence of electrical energy market regulation
reform in Ukraine on the competitive environment, the reproduction processes of financial …

The increasing importance of renewable energy, especially solar and wind power, has led to
new forces in the formation of electricity prices. Hence, this paper introduces an econometric …

This paper compares uni-regime GARCH-type models, GARCH-type models with Markov
and hidden Markov (HM) switching regimes on their forecasting abilities in WTI and Daqing …

The urgency of climate change has led several countries to develop renewable energy in
order to reduce CO 2 emissions, through the means of various subsidies. In the electricity …

The fluctuations of coal prices substantially impact carbon pricing, the flexibility in power
generation at coal-fired plants, and the pricing strategies of upstream and downstream …

Big data mining, analysis, and forecasting always play a vital role in modern economic and
industrial fields. Thus, how to select an optimization model to improve the forecasting …

Price-directed demand in smart grids operating within deregulated electricity markets calls
for real-time forecasting of the price of electricity for the purpose of scheduling demand at the …