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Selection of calibration windows for day-ahead electricity price forecasting

Citations

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Cited by:

  1. Oliver Grothe & Fabian Kachele & Fabian Kruger, 2022. "From point forecasts to multivariate probabilistic forecasts: The Schaake shuffle for day-ahead electricity price forecasting," Papers 2204.10154, arXiv.org.
  2. Michał Narajewski, 2022. "Probabilistic Forecasting of German Electricity Imbalance Prices," Energies, MDPI, vol. 15(14), pages 1-17, July.
  3. Lago, Jesus & Marcjasz, Grzegorz & De Schutter, Bart & Weron, Rafał, 2021. "Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark," Applied Energy, Elsevier, vol. 293(C).
  4. Bartosz Uniejewski & Katarzyna Maciejowska, 2022. "LASSO Principal Component Averaging -- a fully automated approach for point forecast pooling," Papers 2207.04794, arXiv.org.
  5. Jonathan Berrisch & Florian Ziel, 2023. "Multivariate Probabilistic CRPS Learning with an Application to Day-Ahead Electricity Prices," Papers 2303.10019, arXiv.org, revised Feb 2024.
  6. Katarzyna Maciejowska & Weronika Nitka & Tomasz Weron, 2019. "Day-Ahead vs. Intraday—Forecasting the Price Spread to Maximize Economic Benefits," Energies, MDPI, vol. 12(4), pages 1-15, February.
  7. Mira Watermeyer & Thomas Mobius & Oliver Grothe & Felix Musgens, 2023. "A hybrid model for day-ahead electricity price forecasting: Combining fundamental and stochastic modelling," Papers 2304.09336, arXiv.org.
  8. Uniejewski, Bartosz & Weron, Rafał, 2021. "Regularized quantile regression averaging for probabilistic electricity price forecasting," Energy Economics, Elsevier, vol. 95(C).
  9. Hakan Acaroğlu & Fausto Pedro García Márquez, 2021. "Comprehensive Review on Electricity Market Price and Load Forecasting Based on Wind Energy," Energies, MDPI, vol. 14(22), pages 1-23, November.
  10. Marcjasz, Grzegorz & Narajewski, Michał & Weron, Rafał & Ziel, Florian, 2023. "Distributional neural networks for electricity price forecasting," Energy Economics, Elsevier, vol. 125(C).
  11. Rafal Weron & Florian Ziel, 2018. "Electricity price forecasting," HSC Research Reports HSC/18/08, Hugo Steinhaus Center, Wroclaw University of Technology.
  12. Katarzyna Maciejowska & Bartosz Uniejewski & Tomasz Serafin, 2020. "PCA Forecast Averaging—Predicting Day-Ahead and Intraday Electricity Prices," Energies, MDPI, vol. 13(14), pages 1-19, July.
  13. Tomasz Serafin & Bartosz Uniejewski & Rafał Weron, 2019. "Averaging Predictive Distributions Across Calibration Windows for Day-Ahead Electricity Price Forecasting," Energies, MDPI, vol. 12(13), pages 1-12, July.
  14. Emma Viviani & Luca Di Persio & Matthias Ehrhardt, 2021. "Energy Markets Forecasting. From Inferential Statistics to Machine Learning: The German Case," Energies, MDPI, vol. 14(2), pages 1-33, January.
  15. Grothe, Oliver & Kächele, Fabian & Krüger, Fabian, 2023. "From point forecasts to multivariate probabilistic forecasts: The Schaake shuffle for day-ahead electricity price forecasting," Energy Economics, Elsevier, vol. 120(C).
  16. Christopher Kath & Weronika Nitka & Tomasz Serafin & Tomasz Weron & Przemyslaw Zaleski & Rafal Weron, 2019. "Balancing RES generation: Profitability of an energy trader," HSC Research Reports HSC/19/07, Hugo Steinhaus Center, Wroclaw University of Technology.
  17. Uniejewski, Bartosz & Maciejowska, Katarzyna, 2023. "LASSO principal component averaging: A fully automated approach for point forecast pooling," International Journal of Forecasting, Elsevier, vol. 39(4), pages 1839-1852.
  18. Joanna Janczura & Aleksandra Michalak, 2020. "Optimization of Electric Energy Sales Strategy Based on Probabilistic Forecasts," Energies, MDPI, vol. 13(5), pages 1-16, February.
  19. Katarzyna Maciejowska & Bartosz Uniejewski & Rafa{l} Weron, 2022. "Forecasting Electricity Prices," Papers 2204.11735, arXiv.org.
  20. Philip Beran & Arne Vogler, 2021. "Multi-Day-Ahead Electricity Price Forecasting: A Comparison of fundamental, econometric and hybrid Models," EWL Working Papers 2102, University of Duisburg-Essen, Chair for Management Science and Energy Economics, revised Oct 2021.
  21. Janczura, Joanna & Wójcik, Edyta, 2022. "Dynamic short-term risk management strategies for the choice of electricity market based on probabilistic forecasts of profit and risk measures. The German and the Polish market case study," Energy Economics, Elsevier, vol. 110(C).
  22. Maciejowska, Katarzyna & Nitka, Weronika & Weron, Tomasz, 2021. "Enhancing load, wind and solar generation for day-ahead forecasting of electricity prices," Energy Economics, Elsevier, vol. 99(C).
  23. Rodrigo A. de Marcos & Antonio Bello & Javier Reneses, 2019. "Short-Term Electricity Price Forecasting with a Composite Fundamental-Econometric Hybrid Methodology," Energies, MDPI, vol. 12(6), pages 1-15, March.
  24. Weronika Nitka & Tomasz Serafin & Dimitrios Sotiros, 2021. "Forecasting Electricity Prices: Autoregressive Hybrid Nearest Neighbors (ARHNN) method," WORking papers in Management Science (WORMS) WORMS/21/06, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
  25. Carlo Fezzi & Luca Mosetti, 2018. "Size matters: Estimation sample length and electricity price forecasting accuracy," DEM Working Papers 2018/10, Department of Economics and Management.
  26. Kath, Christopher & Ziel, Florian, 2021. "Conformal prediction interval estimation and applications to day-ahead and intraday power markets," International Journal of Forecasting, Elsevier, vol. 37(2), pages 777-799.
  27. Micha{l} Narajewski & Florian Ziel, 2020. "Ensemble Forecasting for Intraday Electricity Prices: Simulating Trajectories," Papers 2005.01365, arXiv.org, revised Aug 2020.
  28. Miguel Pinhão & Miguel Fonseca & Ricardo Covas, 2022. "Electricity Spot Price Forecast by Modelling Supply and Demand Curve," Mathematics, MDPI, vol. 10(12), pages 1-20, June.
  29. Grzegorz Marcjasz, 2020. "Forecasting Electricity Prices Using Deep Neural Networks: A Robust Hyper-Parameter Selection Scheme," Energies, MDPI, vol. 13(18), pages 1-18, September.
  30. Thomas Mobius & Mira Watermeyer & Oliver Grothe & Felix Musgens, 2023. "Enhancing Energy System Models Using Better Load Forecasts," Papers 2302.11017, arXiv.org.
  31. Micha{l} Narajewski, 2022. "Probabilistic forecasting of German electricity imbalance prices," Papers 2205.11439, arXiv.org.
  32. Katarzyna Maciejowska & Weronika Nitka & Tomasz Weron, 2019. "Enhancing load, wind and solar generation forecasts in day-ahead forecasting of spot and intraday electricity prices," HSC Research Reports HSC/19/08, Hugo Steinhaus Center, Wroclaw University of Technology.
  33. Christopher Kath & Weronika Nitka & Tomasz Serafin & Tomasz Weron & Przemysław Zaleski & Rafał Weron, 2020. "Balancing Generation from Renewable Energy Sources: Profitability of an Energy Trader," Energies, MDPI, vol. 13(1), pages 1-15, January.
  34. Rodrigo A. de Marcos & Derek W. Bunn & Antonio Bello & Javier Reneses, 2020. "Short-Term Electricity Price Forecasting with Recurrent Regimes and Structural Breaks," Energies, MDPI, vol. 13(20), pages 1-14, October.
  35. Narajewski, Michał & Ziel, Florian, 2020. "Ensemble forecasting for intraday electricity prices: Simulating trajectories," Applied Energy, Elsevier, vol. 279(C).
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