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  • Search: subject:"Constrained least squares regression"
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Subject
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ARX model 2 Constrained least squares regression 2 Day-ahead market 2 Electricity price forecasting 2 Forecast combination 2 Electric power industry 1 Electricity 1 Electricity price 1 Elektrizität 1 Elektrizitätswirtschaft 1 Energieprognose 1 Energy forecast 1 Forecast 1 Forecasting model 1 Prognose 1 Prognoseverfahren 1 Regression analysis 1 Regressionsanalyse 1 Spot market 1 Spotmarkt 1 Strompreis 1 Theorie 1 Theory 1
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Article 2
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
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Nowotarski, Jakub 2 Raviv, Eran 2 Trück, Stefan 2 Weron, Rafał 2
Published in...
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Energy Economics 1 Energy economics 1
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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An empirical comparison of alternative schemes for combining electricity spot price forecasts
Nowotarski, Jakub; Raviv, Eran; Trück, Stefan; Weron, … - In: Energy Economics 46 (2014) C, pp. 395-412
consistently outperforms its competitors. Constrained least squares regression (CLS) offers a balance between robustness against …
Persistent link: https://www.econbiz.de/10011115909
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Cover Image
An empirical comparison of alternative schemes for combining electricity spot price forecasts
Nowotarski, Jakub; Raviv, Eran; Trück, Stefan; Weron, … - In: Energy economics 46 (2014), pp. 395-412
Persistent link: https://www.econbiz.de/10011298964
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