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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

Estimation methods comparison of SVAR model with the mixture of two normal distributions : Monte Carlo analysis

Maciejowska, Katarzyna - 2010

Persistent link: https://www.econbiz.de/10003985568

Common factors in nonstationary panel data with a deterministic trend : estimation and distribution theory

Maciejowska, Katarzyna - 2010

Persistent link: https://www.econbiz.de/10003985569

Assessing the impact of renewable energy sources on the electricity price level and variability : a quantile regression approach

Maciejowska, Katarzyna - In: Energy economics 85 (2020), pp. 1-11

Persistent link: https://www.econbiz.de/10012506059

An Empirical Comparison of Alternate Schemes for Combining Electricity Spot Price Forecasts

Nowotarski, Jakub - 2016

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...

Persistent link: https://www.econbiz.de/10013007286

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

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

On the importance of the long-term seasonal component in day-ahead electricity price forecasting

Nowotarski, Jakub; Weron, Rafał - In: Energy economics 57 (2016), pp. 228-235

Persistent link: https://www.econbiz.de/10011698464

Enhancing load, wind and solar generation for day-ahead forecasting of electricity prices

Maciejowska, Katarzyna; Nitka, Weronika; Weron, Tomasz - In: Energy economics 99 (2021), pp. 1-9

Persistent link: https://www.econbiz.de/10012888483

LASSO principal component averaging : a fully automated approach for point forecast pooling

Uniejewski, Bartosz; Maciejowska, Katarzyna - In: International journal of forecasting 39 (2023) 4, pp. 1839-1852

Persistent link: https://www.econbiz.de/10014465359