@conference { ,
	title = {Improving electricity market price scenarios by means of forecasting factor models},
	year = {2009},
	month = {16-22/08/2009},
	publisher = {International Statistical Institute},
	type = {Plenary session},
	address = {Durban, South Africa},
	abstract = {In liberalized electricity markets, Generation Companies must build an hourly bid that is sent to the market operator. The price at which the energy will be paid is unknown during the bidding process and has to be forecast. In this work we apply forecasting factor models to this framework and study its suitability.},
	keywords = {research; spot price forecasting; scenario generation; MIBEL},
	URL = {http://www.statssa.gov.za/isi2009/Default.aspx},
	author = {M.-Pilar Muņoz and Cristina Corchero and F.-Javier Heredia}
}

