Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging
Katarzyna Maciejowska, Jakub Nowotarski, Rafał Weron
| Year of publication: |
July-September 2016
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| Authors: | Maciejowska, Katarzyna ; Nowotarski, Jakub ; Weron, Rafał |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 32.2016, 3, p. 957-965
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| Subject: | Probabilistic forecasting | Prediction interval | Quantile regression | Factor model | Forecasts combination | Electricity spot price | Prognoseverfahren | Forecasting model | Strompreis | Electricity price | Regressionsanalyse | Regression analysis | Spotmarkt | Spot market | Prognose | Forecast | Theorie | Theory | Faktorenanalyse | Factor analysis | Schätzung | Estimation | Elektrizität | Electricity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2014.12.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011621909