대한전기학회:학술대회논문집 (Proceedings of the KIEE Conference)

대한전기학회 (The Korean Institute of Electrical Engineers)
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한국전력시장에서의 단기전력가격 예측

Forecasting Short-term Electricity Prices in South Korean Electricity Market

  • 발행 : 2008.11.07
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초록

The authors develop and compare the performance of short-term forecasting models on electricity market prices in Korea. The models are based on time-series methods. The outcome shows that the EGARCH model has the best results in the out-of-sample forecasts.

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