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Using extreme value theory to measure value-at-risk for daily electricity spot prices
Kam Fong Chan; Gray, Philip K. - In: International journal of forecasting 22 (2006) 2, pp. 283-300
Persistent link: https://www.econbiz.de/10003315660
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Bayesian density forecasting of intraday electricity prices using multivariate skew t distributions
Panagiotelis, Anastasios; Smith, Michael - In: International journal of forecasting 24 (2008) 4, pp. 710-727
Persistent link: https://www.econbiz.de/10003808377
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A new approach to characterizing and forecasting electricity price volatility
Kam Fong Chan; Gray, Philip K.; Campen, Bart van - In: International journal of forecasting 24 (2008) 4, pp. 728-743
Persistent link: https://www.econbiz.de/10003808380
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Forecasting spot electricity prices : a comparison of parametric and semiparametric time series models
Weron, Rafał; Misiorek, Adam - In: International journal of forecasting 24 (2008) 4, pp. 744-763
Persistent link: https://www.econbiz.de/10003808387
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Forecasting electricity prices : the impact of fundamentals and time-varying coefficients
Karakatsani, Nektaria V.; Bunn, Derek W. - In: International journal of forecasting 24 (2008) 4, pp. 764-785
Persistent link: https://www.econbiz.de/10003808390
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Electricity price forecasting : a review of the state-of-the-art with a look into the future
Weron, Rafał - In: International journal of forecasting 30 (2014) 4, pp. 1030-1081
Persistent link: https://www.econbiz.de/10010517770
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Forecasting spikes in electricity prices
Christensen, T. M.; Hurn, Stan; Lindsay, A, S. - In: International journal of forecasting 28 (2012) 2, pp. 400-411
Persistent link: https://www.econbiz.de/10009582612
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Forecasting electricity prices for a day-ahead pool-based electric energy market
Conejo, Antonio J.; Contreras, Javier; Espínola, Rosa; … - In: International journal of forecasting 21 (2005) 3, pp. 435-462
Persistent link: https://www.econbiz.de/10003005909
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Probabilistic forecasting in day-ahead electricity markets : simulating peak and off-peak prices
Muniain, Peru; Ziel, Florian - In: International journal of forecasting 36 (2020) 4, pp. 1193-1210
Persistent link: https://www.econbiz.de/10012546078
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Conformal prediction interval estimation and applications to day-ahead and intraday power markets
Kath, Christopher; Ziel, Florian - In: International journal of forecasting 37 (2021) 2, pp. 777-799
Persistent link: https://www.econbiz.de/10012792869