From point forecasts to multivariate probabilistic forecasts : the Schaake shuffle for day-ahead electricity price forecasting
Oliver Grothe, Fabian Kächele, Fabian Krüger
| Year of publication: |
2023
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|---|---|
| Authors: | Grothe, Oliver ; Kächele, Fabian ; Krüger, Fabian |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 120.2023, p. 1-13
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| Subject: | Copulas | Day-ahead market | Electricity price forecasting | Forecast evaluation | Multivariate forecasting | Probabilistic forecast | Strompreis | Electricity price | Prognoseverfahren | Forecasting model | Prognose | Forecast | Multivariate Analyse | Multivariate analysis | Energieprognose | Energy forecast | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2023.106602 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014283270