From point forecasts to multivariate probabilistic forecasts : the Schaake shuffle for day-ahead electricity price forecasting
Year of publication: |
2023
|
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Authors: | Grothe, Oliver ; Kächele, Fabian ; Krüger, Fabian |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 120.2023, p. 1-13
|
Subject: | Copulas | Day-ahead market | Electricity price forecasting | Forecast evaluation | Multivariate forecasting | Probabilistic forecast | Prognoseverfahren | Forecasting model | Strompreis | Electricity price | Prognose | Forecast | Theorie | Theory | Multivariate Analyse | Multivariate analysis | Multivariate Verteilung | Multivariate distribution |
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