Un approccio econometrico per la modellizzazione e previsione congiunta dei prezzi elettrici day ahead europei

Translated title of the contribution: [Autom. eng. transl.] An econometric approach for joint modeling and forecasting of European day ahead electricity prices

Marta Trabucchi, Michele Dalena

Research output: Working paper

Abstract

[Autom. eng. transl.] The work proposes a joint modeling and forecasting of day ahead electric prices in eight European countries. In light of the strong regulatory push towards market integration and the adoption of the common market design outlined by the Electricity Target Model, a separate modeling of individual country prices would not be able to grasp its dynamic interdependencies.
Translated title of the contribution[Autom. eng. transl.] An econometric approach for joint modeling and forecasting of European day ahead electricity prices
Original languageItalian
Number of pages80
Publication statusPublished - 2014
Externally publishedYes

Keywords

  • previsione
  • prezzi elettrici

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