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~person:"Bergquist, Lauren Falcao"
~person:"Weron, Rafał"
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Saisonale Schwankungen
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Seasonal variations
5
Electricity price
4
Electricity spot price
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Long-term seasonal component
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Strompreis
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Time series analysis
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2007-2015
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Bergquist, Lauren Falcao
Weron, Rafał
Combe, William
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Martín-Rodríguez, Gloria
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ECONIS (ZBW)
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On the importance of the long-term seasonal component in day-ahead electricity price forecasting with NARX neural networks
Marcjasz, Grzegorz
;
Uniejewski, Bartosz
;
Weron, Rafał
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1520-1532
Persistent link: https://www.econbiz.de/10012305383
Saved in:
2
Sell low and buy high : arbitrage and local price effects in Kenyan markets
Burke, Marshall
;
Bergquist, Lauren Falcao
;
Miguel, Edward
- In:
The quarterly journal of economics
134
(
2019
)
2
,
pp. 785-842
Persistent link: https://www.econbiz.de/10012120211
Saved in:
3
On the importance of the long-term seasonal component in day-ahead electricity price forecasting, part II, probabilistic forecasting
Uniejewski, Bartosz
;
Marcjasz, Grzegorz
;
Weron, Rafał
- In:
Energy economics
79
(
2019
),
pp. 171-182
Persistent link: https://www.econbiz.de/10012172272
Saved in:
4
On the importance of the long-term seasonal component in day-ahead electricity price forecasting
Nowotarski, Jakub
;
Weron, Rafał
- In:
Energy economics
57
(
2016
),
pp. 228-235
Persistent link: https://www.econbiz.de/10011698464
Saved in:
5
A note on using the Hodrick-Prescott filter in electricity markets
Weron, Rafał
;
Zator, Michał
- In:
Energy economics
48
(
2015
),
pp. 1-6
Persistent link: https://www.econbiz.de/10011533689
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