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...

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Bibliographic Details
Main Authors: Tryggvi Jónsson, Pierre Pinson, Henrik Aa. Nielsen, Henrik Madsen
Format: Article
Language:English
Published: MDPI AG 2014-06-01
Series:Energies
Subjects:
Online Access:http://www.mdpi.com/1996-1073/7/6/3710

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