Distributional neural networks for electricity price forecasting
Grzegorz Marcjasz, Michał Narajewski, Rafał Weron, Florian Ziel
| Year of publication: |
2023
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|---|---|
| Authors: | Marcjasz, Grzegorz ; Narajewski, Michał Andrzej ; Weron, Rafał ; Ziel, Florian |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 125.2023, p. 1-12
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| Subject: | Distributional neural network | Electricity prices | Johnson’s SU distribution | LASSO | Probabilistic forecasting | Quantile regression | Strompreis | Electricity price | Neuronale Netze | Neural networks | Prognoseverfahren | Forecasting model | Statistische Verteilung | Statistical distribution | Regressionsanalyse | Regression analysis | Theorie | Theory | Prognose | Forecast | Elektrizitätswirtschaft | Electric power industry |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2023.106843 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014484407