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LTSC_EXAMPLE: MATLAB example script and data for "Robust estimation and forecasting of the long-term seasonal component of electricity spot prices"

Author

Listed:
  • Jakub Nowotarski
  • Rafal Weron

Programming Language

MATLAB

Abstract

This Matlab script illustrates the concepts and methods presented in J.Nowotarski, J.Tomczyk, R.Weron (2013) "Robust estimation and forecasting of the long-term seasonal component of electricity spot prices", Energy Economics 39, 13-27 (http://dx.doi.org/10.1016/j.eneco.2013.04.004). The zip file includes one script and one data file. The script requires 3 Matlab functions for proper operation: ltscsimple.m, ltscsin.m and ltscwave.m available from http://ideas.repec.org/s/wuu/hscode.html.

Suggested Citation

  • Jakub Nowotarski & Rafal Weron, 2013. "LTSC_EXAMPLE: MATLAB example script and data for "Robust estimation and forecasting of the long-term seasonal component of electricity spot prices"," HSC Software ZIP13002, Hugo Steinhaus Center, Wroclaw University of Technology.
    • Handle: RePEc:wuu:hscode:zip13002
    as

    Download full text from publisher

    File URL: http://www.im.pwr.wroc.pl/~hugo/RePEc/wuu/hscode/ltsc_example.zip
    File Function: Zipped file
    Download Restriction: no
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