Machine learning models and intra-daily market information for the prediction of italian electricity prices

HIGHLIGHTS

  • who: Silvia Golia and colleagues from the Department of Economics and Management, University of Brescia, Brescia, Italy have published the research: Machine Learning Models and Intra-Daily Market Information for the Prediction of Italian Electricity Prices, in the Journal: Forecasting 2023, 5, 81-101. of 31/08/2019
  • what: The authors assess how intra-day prices can improve the prediction of zonal day-ahead wholesale prices in Italy. The authors implement Random Forests and support vector machines which should automatically capture the relevant interactions among predictors. The authors explore the possibility to select the best . . .

     

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