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Year of publication
Subject
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Prognoseverfahren 42 Forecasting model 41 Forecast 26 Prognose 26 price forecasting 24 Theorie 23 Theory 22 Electricity price 19 Strompreis 19 Electricity price forecasting 15 Electric power industry 14 Elektrizitätswirtschaft 14 Price forecasting 14 Stock price forecasting 14 Time series analysis 13 Zeitreihenanalyse 13 Börsenkurs 10 Share price 10 Artificial intelligence 8 Electricity 8 Künstliche Intelligenz 8 Oil price 8 electricity price forecasting 8 Ölpreis 8 Energiemarkt 7 Energy market 7 Neural networks 7 Neuronale Netze 7 Volatility 7 Volatilität 7 Demand and Price Analysis 6 Elektrizität 6 ARCH model 5 ARCH-Modell 5 Electricity Price Forecasting 5 Oil market 5 Welt 5 World 5 Ölmarkt 5 ARMA model 4
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Online availability
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Free 109 CC license 14
Type of publication
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Book / Working Paper 54 Article 51 Other 4
Type of publication (narrower categories)
All
Article in journal 31 Aufsatz in Zeitschrift 31 Working Paper 20 Graue Literatur 15 Non-commercial literature 15 Arbeitspapier 12 Thesis 6 Article 4 Aufsatzsammlung 1 Congress Report 1 Forschungsbericht 1 Hochschulschrift 1
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Language
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English 75 Undetermined 33 Portuguese 1
Author
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Weron, Rafal 7 Vogler, Arne 6 Weber, Christoph 6 Misiorek, Adam 4 Pape, Christian 4 Woll, Oliver 4 Xu, Xiaojie 3 Ziel, Florian 3 Annamalai, Udhayakumar 2 Asadi, Shahrokh 2 Bag, Raul Cristian 2 Beran, Philip 2 Caporale, Guglielmo Maria 2 Choi, Hankyeung 2 Deivanayagampillai, Nagarajan 2 Fichtner, Wolf 2 Fraunholz, Christoph 2 Ganesan, Kavitha 2 Garratt, Anthony 2 Good, Darrel L. 2 Hjalmarsson, Erik 2 Irwin, Scott H. 2 Isengildina-Massa, Olga 2 Keles, Dogan 2 Kraft, Emil 2 Leatham, David J. 2 Mehmanpazir, Farhad 2 Mikhaylov, Alexey 2 Mußhoff, Oliver 2 Odening, Martin 2 Paraschiv, Dorel Mihai 2 Plastun, Alex 2 Pourakbari-Kasmaei, Mahdi 2 Ritter, Matthias 2 Schulz, Rainer 2 Sierla, Seppo 2 Sornette, Didier 2 Sukcharoen, Kunlapath 2 Vahey, Shaun P. 2 Wang, Shouyang 2
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Institution
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Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska 7 Federal Reserve Board (Board of Governors of the Federal Reserve System) 4 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 3 University of Stellenbosch. Faculty of Economic and Management Sciences. Graduate School of Business. 2 Agricultural and Applied Economics Association - AAEA 1 Departamento de Economía, Facultad de Ciencias Económicas 1 East Asian Bureau of Economic Research (EABER) 1 Economic Research Service, Department of Agriculture 1 Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 1 Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam 1 Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid 1 New Zealand Agricultural and Resource Economics Society - NZARES 1 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1 University of Western Sydney 1
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Published in...
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HSC Research Reports 7 International Journal of Energy Economics and Policy : IJEEP 5 HEMF Working Paper 4 HEMF working paper 4 Financial innovation : FIN 3 MPRA Paper 3 Finance and Economics Discussion Series 2 International Finance Discussion Papers 2 International Journal of Financial Studies : open access journal 2 SFB 649 Discussion Paper 2 2010 Conference, August 26-27, 2010, Nelson, New Zealand 1 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 1 Agricultural Economics Research 1 Agricultural Economics Research Review 1 Amfiteatru Economic 1 Amfiteatru economic : an economic and business research periodical 1 Análisis económico 1 Asian journal of economics and banking : AJEB 1 CAMA working paper series 1 CESifo Working Paper 1 CESifo working papers 1 Cambridge working papers in economics 1 Computational management science 1 Contemporary Economics 1 Contemporary economics 1 Data science and management : DSM 1 Decision analytics journal 1 Discussion papers / National Institute of Economic and Social Research 1 Documentos de Trabajo del ICAE 1 EPRG working paper 1 ERC working papers in economics 1 ERIM Report Series Research in Management 1 Energies 1 Energy Working Papers 1 Energy economics 1 Energy strategy reviews 1 Financial Innovation 1 Grupo Microeconomía Aplicada 1 IEB working paper 1 Intelligent systems in accounting, finance & management 1
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Source
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ECONIS (ZBW) 47 RePEc 34 BASE 15 EconStor 13
Showing 1 - 10 of 109
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Predicting wholesale edible oil prices through Gaussian process regressions tuned with Bayesian optimization and cross-validation
Jin, Bingzi; Xu, Xiaojie - In: Asian journal of economics and banking : AJEB 9 (2025) 1, pp. 64-82
Purpose - Developing price forecasts for various agricultural commodities has long been a significant undertaking for a variety of agricultural market players. The weekly wholesale price of edible oil in the Chinese market over a ten-year period, from January 1, 2010 to January 3, 2020, is the...
Persistent link: https://www.econbiz.de/10015339298
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Simulation-based forecasting for intraday power markets : modelling fundamental drivers for location, shape and scale of the price distribution
Hirsch, Simon; Ziel, Florian - In: The energy journal 45 (2024) 3, pp. 87-124
Persistent link: https://www.econbiz.de/10015273073
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DeepTVAR : deep learning for a time-varying VAR model with extension to integrated VAR
Li, Xixi; Yuan, Jingsong - In: International journal of forecasting 40 (2024) 3, pp. 1123-1133
Persistent link: https://www.econbiz.de/10014547261
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An interval constraint-based trading strategy with social sentiment for the stock market
Li, Mingchen; Yang, Kun; Lin, Wencan; Wei, Yunjie; … - In: Financial innovation : FIN 10 (2024), pp. 1-31
economics. At the same time, stock price forecasting that supports trading strategies is considered one of the most challenging … simulations show, frst, that the sentiment composite index and the deep learning model can improve the accuracy of stock price … forecasting. Second, the interval constraint-based trading strategy based on the proposed approach can efectively enhance returns …
Persistent link: https://www.econbiz.de/10014535397
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Toward high-resolution projection of electricity prices : a machine learning approach to quantifying the effects of high fuel and CO2 prices
Madadkhani, Shiva; Ikonnikova, Svetlana - In: Energy economics 129 (2024), pp. 1-18
Persistent link: https://www.econbiz.de/10014558952
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Electricity price forecasting in the Irish balancing market
O'Connor, Ciaran; Collins, Joseph; Prestwich, Steven; … - In: Energy strategy reviews 54 (2024), pp. 1-10
price forecasting literature is limited, inconsistent and outdated, with few deep learning attempts and no public dataset …
Persistent link: https://www.econbiz.de/10014635448
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Forecasting selected commodities' prices with the Bayesian symbolic regression
Drachal, Krzysztof; Pawłowski, Michał - In: International Journal of Financial Studies : open … 12 (2024) 2, pp. 1-56
This study firstly applied a Bayesian symbolic regression (BSR) to the forecasting of numerous commodities' prices (spot-based ones). Moreover, some features and an initial specification of the parameters of the BSR were analysed. The conventional approach to symbolic regression, based on...
Persistent link: https://www.econbiz.de/10014636322
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Evaluating the role of information disclosure on bidding behavior in wholesale electricity markets
Brown, David P.; Cajueiro, Daniel Oliveira; Eckert, Andrew - 2024
Persistent link: https://www.econbiz.de/10015049068
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Seven Pitfalls of Technical Analysis
Caporale, Guglielmo Maria; Plastun, Alex - 2023
This paper examines the main drawbacks of technical analysis. Although this is widely used by practitioners, from an academic perspective it can only be seen as a form of "voodoo finance". In particular, it runs into the following pitfalls: Subjectivity; Doubtful assumptions; Unjustified...
Persistent link: https://www.econbiz.de/10014290123
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Hybridising Neurofuzzy Model the Seasonal Autoregressive Models for Electricity Price Forecasting on Germany's Spot Market
Paraschiv, Dorel Mihai; Balasoiu, Narciz; Ben-Amor, Souhir - In: Amfiteatru Economic 25 (2023) 63, pp. 463-478
Electricity price forecasting has become an area of increasing relevance in recent years. Despite the growing interest …
Persistent link: https://www.econbiz.de/10014463423
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