Probabilistic forecasting in day-ahead electricity markets : simulating peak and off-peak prices
Peru Muniain, Florian Ziel
| Year of publication: |
2020
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|---|---|
| Authors: | Muniain, Peru ; Ziel, Florian |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 36.2020, 4, p. 1193-1210
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| Subject: | Ensemble forecasting | Energy score | Electricity price forecasting | Dependency structure | Elastic net estimation | Forecasting evaluation | GARCH | Jump diffusion process | Pinball score | Bivariate Bernoulli | Strompreis | Electricity price | Prognoseverfahren | Forecasting model | Prognose | Forecast | Theorie | Theory | Energieprognose | Energy forecast | Energiemarkt | Energy market | ARCH-Modell | ARCH model | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Erratum enthalten in: International journal of forecasting, Volume 37, issue 3 (July/September 2021), Seite 1310-1311 |
| Other identifiers: | 10.1016/j.ijforecast.2019.11.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012546078