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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

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

Modeling and forecasting electricity loads and prices : a statistical approach

Weron, Rafał - 2006

Persistent link: https://www.econbiz.de/10003361568

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

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

A note on using the Hodrick-Prescott filter in electricity markets

Weron, Rafał; Zator, Michał - In: Energy economics 48 (2015), pp. 1-6

Persistent link: https://www.econbiz.de/10011533689

Carbon pricing and electricity markets : the case of the Australian Clean Energy Bill

Maryniak, Paweł; Trück, Stefan; Weron, Rafał - In: Energy economics 79 (2019), pp. 45-58

Persistent link: https://www.econbiz.de/10012172256

On the importance of the long-term seasonal component in day-ahead electricity price forecasting, part II, probabilistic forecasting

Uniejewski, Bartosz; Marcjasz, Grzegorz; Weron, Rafał - In: Energy economics 79 (2019), pp. 171-182

Persistent link: https://www.econbiz.de/10012172272

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