The DOI matches its Crossref record; 11 of the 11 references it cites were found in a registry or an index.
Forecasting electricity spot-prices using linear univariate time-series models
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Citations
Cites
Diebold, F., & Mariano, R. (1994) · National Bureau of Economic Research · doi:10.3386/t0169 · Cited by 5,185
Forecasting, Structural Time Series Models and the Kalman Filter
Fildes, R., Harvey, A. C., West, M., & Harrison, J. (1991) · The Journal of the Operational Research Society · doi:10.2307/2583225 · Cited by 4,682
Forecasting, Structural Time Series Models and the Kalman Filter
Harvey, A. C. (1990) · doi:10.1017/cbo9781107049994 · Cited by 4,195
Diebold, F. X., & Mariano, R. S. (1995) · Journal of Business and Economic Statistics · doi:10.2307/1392185 · Cited by 2,340
Stochastic Convenience Yield and the Pricing of Oil Contingent Claims
GIBSON, R., & SCHWARTZ, E. S. (1990) · The Journal of Finance · doi:10.1111/j.1540-6261.1990.tb05114.x · Cited by 1,057
Trends and Cycles in Macroeconomic Time Series
Harvey, A. C. (1985) · Journal of Business & Economic Statistics · doi:10.1080/07350015.1985.10509453 · Cited by 687
Short-run forecasts of electricity loads and peaks
Ramanathan, R., Engle, R., Granger, C. W. J., Vahid-Araghi, F., & Brace, C. (1997) · International Journal of Forecasting · doi:10.1016/s0169-2070(97)00015-0 · Cited by 342
Forecasting Hourly Electricity Demand Using Time-Varying Splines
Harvey, A., & Koopman, S. J. (1993) · Journal of the American Statistical Association · doi:10.1080/01621459.1993.10476402 · Cited by 237
Modeling Electricity Prices: International Evidence
Escribano, Á., Pena, J. I., & Villaplana, P. (2002) · SSRN Electronic Journal · doi:10.2139/ssrn.299360 · Cited by 185
Vany, A. S. D., & Walls, W. D. (1999) · Energy Economics · doi:10.1016/s0140-9883(99)00019-5 · Cited by 144
Cited by
Electricity price forecasting: A review of the state-of-the-art with a look into the future
Weron, R. (2014) · International Journal of Forecasting · doi:10.1016/j.ijforecast.2014.08.008 · Cited by 1,646
Day-Ahead Electricity Price Forecasting Using the Wavelet Transform and ARIMA Models
Conejo, A. J., Plazas, M. A., Espinola, R., & Molina, A. B. (2005) · IEEE Transactions on Power Systems · doi:10.1109/tpwrs.2005.846054 · Cited by 986
Jebaraj, S., & Iniyan, S. (2006) · Renewable and Sustainable Energy Reviews · doi:10.1016/j.rser.2004.09.004 · Cited by 685
Lago, J., De Ridder, F., & De Schutter, B. (2018) · Applied Energy · doi:10.1016/j.apenergy.2018.02.069 · Cited by 642
Panapakidis, I. P., & Dagoumas, A. S. (2016) · Applied Energy · doi:10.1016/j.apenergy.2016.03.089 · Cited by 317
Metadata
- Authors
- Crespo Cuaresma, J., Hlouskova, J., Kossmeier, S., & Obersteiner, M.
- Venue
- Applied Energy
- Publisher
- Elsevier BV
- Published
- 2004-01
- Volume
- 77
- Issue
- 1
- Pages
- 87-106
- ISSN
- 0306-2619 (ISSN-L)
- OpenAlex
- W2090457102
- Cited by
- 332
- References
- 11
- FWCI
- 7.71
- Type
- journal article
- Language
- en
- Open access
- closed
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- CoChat. (2026). Citation check: Forecasting electricity spot-prices using linear univariate time-series models. https://app.cochat.ai/papers/10.1016/s0306-2619(03)00096-5
- The paper
- Crespo Cuaresma, J., Hlouskova, J., Kossmeier, S., & Obersteiner, M. (2004). Forecasting electricity spot-prices using linear univariate time-series models. Applied Energy. https://doi.org/10.1016/s0306-2619(03)00096-5
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
