  In this work we considered several hybrid modelling approaches for
forecasting energy spot prices in EPEC market. Hybridization is performed
through combining a Naive model, Fourier analysis, ARMA and GARCH models, a
mean-reversion and jump-diffusion model, and Recurrent Neural Networks (RNN).
Training data was given in terms of electricity prices for 2013-2014 years, and
test data as a year of 2015.
