EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Robust modeling"
Narrow search

Narrow search

Year of publication
Subject
All
Robust modeling 10 Electricity spot price 9 Long-term seasonal component 7 Forecasting 4 Theorie 4 Theory 4 Wavelets 4 Electric power industry 3 Electricity 3 Electricity price 3 Elektrizität 3 Elektrizitätswirtschaft 3 Saisonale Schwankungen 3 Seasonal variations 3 Spot market 3 Spotmarkt 3 Strompreis 3 Time series analysis 3 Zeitreihenanalyse 3 robust modeling 3 Bayesian computation 2 Forecasting model 2 Hodrick-Prescott filter 2 Outlier treatment 2 Price spike 2 Prognoseverfahren 2 Robust statistics 2 Robustes Verfahren 2 Saisonkomponente 2 Seasonal component 2 Seasonality 2 bootstrap 2 computational and model diagnostics 2 predictive inference 2 survey data 2 Bayes-Statistik 1 Bayesian inference 1 Bootstrap approach 1 Bootstrap-Verfahren 1 Estimation theory 1
more ... less ...
Online availability
All
Free 6 Undetermined 5 CC license 1
Type of publication
All
Article 9 Book / Working Paper 4
Type of publication (narrower categories)
All
Article in journal 5 Aufsatz in Zeitschrift 5 Article 1
Language
All
Undetermined 7 English 6
Author
All
Weron, Rafał 6 Nowotarski, Jakub 4 Tomczyk, Jakub 4 Weron, Rafal 4 Janczura, Joanna 3 Nandram, Balgobin 2 Trück, Stefan 2 Wolff, Rodney C. 2 Yin, Jiani 2 Zator, Michał 2 McKenzie, Jordi 1 Trueck, Stefan 1 Walls, W. D. 1 Wolff, Rodney 1 Zator, Michal 1
more ... less ...
Institution
All
Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2
Published in...
All
Energy Economics 3 Energy economics 3 HSC Research Reports 2 MPRA Paper 2 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 1 Statistics in Transition New Series 1 Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland 1
more ... less ...
Source
All
RePEc 7 ECONIS (ZBW) 5 EconStor 1
Showing 11 - 13 of 13
Cover Image
Robust estimation and forecasting of the long-term seasonal component of electricity spot prices
Nowotarski, Jakub; Tomczyk, Jakub; Weron, Rafał - In: Energy Economics 39 (2013) C, pp. 13-27
We present the results of an extensive study on estimation and forecasting of the long-term seasonal component (LTSC) of electricity spot prices. We consider a battery of over 300 models, including monthly dummies and models based on Fourier or wavelet decomposition combined with linear or...
Persistent link: https://www.econbiz.de/10011039659
Saved in:
Cover Image
Robust estimation and forecasting of the long-term seasonal component of electricity spot prices
Nowotarski, Jakub; Tomczyk, Jakub; Weron, Rafał - In: Energy economics 39 (2013), pp. 13-27
Persistent link: https://www.econbiz.de/10010235039
Saved in:
Cover Image
Identifying spikes and seasonal components in electricity spot price data : a guide to robust modeling
Janczura, Joanna; Trück, Stefan; Weron, Rafał; Wolff, … - In: Energy economics 38 (2013), pp. 96-110
Persistent link: https://www.econbiz.de/10009764599
Saved in:
  • First
  • Prev
  • 1
  • 2
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...