Exponential Smoothing Approaches for Prediction in Real-Time Electricity Markets
The optimal design of offering strategies for wind power producers is commonly based on unconditional (and, hence, constant) expectation values for prices in real-time markets, directly defining their loss function in a stochastic optimization framework. This is why it may certainly be advantageous...
Main Authors: | Tryggvi Jónsson, Pierre Pinson, Henrik Aa. Nielsen, Henrik Madsen |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2014-06-01
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Series: | Energies |
Subjects: | |
Online Access: | http://www.mdpi.com/1996-1073/7/6/3710 |
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