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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

Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging

Maciejowska, Katarzyna; Nowotarski, Jakub; Weron, Rafał - In: International journal of forecasting 32 (2016) 3, pp. 957-965

Persistent link: https://www.econbiz.de/10011621909

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

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

Robust estimation and forecasting of the long-term seasonal component of electricity spot prices

Nowotarski, Jakub; Tomczyk, Jakub; Weron, Rafał - In: Energy economics 39 (2013), pp. 13-27

Persistent link: https://www.econbiz.de/10010235039

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

Modeling and forecasting electricity loads and prices : a statistical approach

Weron, Rafał - 2006

Persistent link: https://www.econbiz.de/10003361568

Point and interval forecasting of spot electricity prices : linear vs. non-linear time series models

Misiorek, Adam (contributor); Trueck, Stefan (contributor); … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 10 (2006) 3, pp. 1-34

Persistent link: https://www.econbiz.de/10003559010

An Empirical Comparison of Alternate Schemes for Combining Electricity Spot Price Forecasts

Nowotarski, Jakub - 2016

In this paper we investigate the use of forecast averaging for electricity spot prices. While there is an increasing body of literature on the use of forecast combinations, there is only a small number of applications of these techniques in the area of electricity markets. In this comprehensive...

Persistent link: https://www.econbiz.de/10013007286