Nowotarski, Jakub; Raviv, Eran; Trueck, Stefan; Weron, Rafal - Hugo Steinhaus Center for Stochastic Methods, … - 2013
In this paper we investigate the use of forecast averaging for electricity spot prices. While there is an increasing body of literature on the use of forecast combinations, there is only a small number of applications of these techniques in the area of electricity markets. In this comprehensive...