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~isPartOf:"International journal of forecasting"
~isPartOf:"Quantitative finance"
~subject:"Strompreis"
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International journal of forecasting
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A structural Heath-Jarrow-Morton framework for consistent intraday spot and futures electricity prices
Hinderks, W. J.
;
Korn, Ralf
;
Wagner, Andreas
- In:
Quantitative finance
20
(
2020
)
3
,
pp. 347-357
Persistent link: https://www.econbiz.de/10012194870
Saved in:
2
On the importance of the long-term seasonal component in day-ahead electricity price forecasting with NARX neural networks
Marcjasz, Grzegorz
;
Uniejewski, Bartosz
;
Weron, Rafał
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1520-1532
Persistent link: https://www.econbiz.de/10012305383
Saved in:
3
Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging
Maciejowska, Katarzyna
;
Nowotarski, Jakub
;
Weron, Rafał
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 957-965
Persistent link: https://www.econbiz.de/10011621909
Saved in:
4
A hybrid model for GEFCom2014 probabilistic electricity price forecasting
Maciejowska, Katarzyna
;
Nowotarski, Jakub
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 1051-1056
Persistent link: https://www.econbiz.de/10011621992
Saved in:
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