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Modeling electricity loads in California: ARMA models with hyperbolic noise

Nowicka-Zagrajek, Joanna; Weron, Rafal - Hugo Steinhaus Center for Stochastic Methods, … - 2002

In this paper we address the issue of modeling and forecasting electricity loads. We apply a two-step procedure to a series of system-wide loads from the California power market. First, we remove the weekly and annual seasonalities. Then, after analyzing properties of the deseasonalized data we...

Persistent link: https://www.econbiz.de/10009003632

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

An empirical comparison of alternative schemes for combining electricity spot price forecasts

Nowotarski, Jakub; Raviv, Eran; Trück, Stefan; Weron, … - In: Energy economics 46 (2014), pp. 395-412

Persistent link: https://www.econbiz.de/10011298964

Regularized quantile regression averaging for probabilistic electricity price forecasting

Uniejewski, Bartosz; Weron, Rafał - In: Energy economics 95 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10012816620

Probabilistic electricity price forecasting with NARX networks : combine point or probabilistic forecasts?

Marcjasz, Grzegorz; Uniejewski, Bartosz; Weron, Rafał - In: International journal of forecasting 36 (2020) 2, pp. 466-479

Persistent link: https://www.econbiz.de/10012415156

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

Understanding intraday electricity markets : variable selection and very short-term price forecasting using LASSO

Uniejewski, Bartosz; Marcjasz, Grzegorz; Weron, Rafał - In: International journal of forecasting 35 (2019) 4, pp. 1533-1547

Persistent link: https://www.econbiz.de/10012305384

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

Day-ahead electricity price forecasting with high-dimensional structures : univariate vs. multivariate modeling frameworks

Ziel, Florian; Weron, Rafał - In: Energy economics 70 (2018), pp. 396-420

Persistent link: https://www.econbiz.de/10011942844

Trading on short-term path forecasts of intraday electricity prices

Serafin, Tomasz; Marcjasz, Grzegorz; Weron, Rafał - In: Energy economics 112 (2022), pp. 1-10

Persistent link: https://www.econbiz.de/10013350790