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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

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

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

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

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