On the importance of the long-term seasonal component in day-ahead electricity price forecasting, part II, probabilistic forecasting
Bartosz Uniejewski, Grzegorz Marcjasz, Rafał Weron
| Year of publication: |
2019
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|---|---|
| Authors: | Uniejewski, Bartosz ; Marcjasz, Grzegorz ; Weron, Rafał |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 79.2019, p. 171-182
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| Subject: | Electricity spot price | Long-term seasonal component | Pinball score | Probabilistic forecasting | Quantile Regression Averaging (QRA) | Risk management | Seasonal Component AutoRegressive (SCAR) model | Strompreis | Electricity price | Prognoseverfahren | Forecasting model | Saisonale Schwankungen | Seasonal variations | Zeitreihenanalyse | Time series analysis | Prognose | Forecast | Theorie | Theory | Elektrizität | Electricity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2018.02.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012172272