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Modeling electricity loads in California: ARMA models with hyperbolic noise

Nowicka-Zagrajek, Joanna; Weron, Rafal - Hugo Steinhaus Center for Stochastic Methods, … - 2002

In this paper we address the issue of modeling and forecasting electricity loads. We apply a two-step procedure to a series of system-wide loads from the California power market. First, we remove the weekly and annual seasonalities. Then, after analyzing properties of the deseasonalized data we...

Persistent link: https://www.econbiz.de/10009003632

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

Electricity price forecasting : a review of the state-of-the-art with a look into the future

Weron, Rafał - In: International journal of forecasting 30 (2014) 4, pp. 1030-1081

Persistent link: https://www.econbiz.de/10010517770

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

Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead market

Chȩć, Katarzyna; Uniejewski, Bartosz; Weron, Rafał - In: Journal of commodity markets : JCM 37 (2025), pp. 1-12

Persistent link: https://www.econbiz.de/10015329494

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

Day-ahead electricity price forecasting with high-dimensional structures : univariate vs. multivariate modeling frameworks

Ziel, Florian; Weron, Rafał - In: Energy economics 70 (2018), pp. 396-420

Persistent link: https://www.econbiz.de/10011942844

Probabilistic electricity price forecasting with NARX networks : combine point or probabilistic forecasts?

Marcjasz, Grzegorz; Uniejewski, Bartosz; Weron, Rafał - In: International journal of forecasting 36 (2020) 2, pp. 466-479

Persistent link: https://www.econbiz.de/10012415156