Regularized quantile regression averaging for probabilistic electricity price forecasting
Bartosz Uniejewski, Rafał Weron
| Year of publication: |
2021
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|---|---|
| Authors: | Uniejewski, Bartosz ; Weron, Rafał |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 95.2021, p. 1-12
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| Subject: | Bayesian Information Criterion (BIC) | Conditional predictive accuracy | Cross-validation | Electricity price forecasting | Financial profits | Kupiec test | LASSO | Pinball score | Probabilistic forecasting | Quantile Regression Averaging (QRA) | Risk management | Trading strategy | Strompreis | Electricity price | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Theorie | Theory | Prognose | Forecast | Bayes-Statistik | Bayesian inference |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2021.105121 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012816620