Averaging forecasts of wholesale electricity prices
2013/11/N/HS4/03649
Keywords
Descriptors
- HS4_3: Ekonometria i metody statystyczne
- HS4_6: Rynki finansowe, bankowość, finanse przedsiębiorstw, finanse publiczne
Panel
HS4 – Individuals, institutions, markets: economics, finance, management, demography, social and economic geography, urban studies
Host institution
Politechnika Wrocławska, Wydział Informatyki i Zarządzania
Voivodeship: dolnośląskie
Principal investigator (from the host institution)
Number of co-investigators in the project: 2
Call
PRELUDIUM 6 – announced on 2013-09-16
- Amount awarded
- 115 500 PLN
- Project start date
- 2014-08-06
- Project end date
- 2017-02-05
- Project duration
- 30 months (the same as in the proposal)
- Project status
- Project settled
Equipment purchased [PL]
- Notebook. Cost: 5 000 PLN
Information in the final report
Publication in academic press/journals (9)
-
Improving short term load forecast accuracy via combining sister forecasts
- Authors:
- J. Nowotarski, B. Liu, R. Weron, T. Hong
- Academic press:
- Energy (year: 2016, volume: 98, pages: 40-49), Publisher: Elsevier
- Status:
- Published
- DOI:
- 10.1016/j.energy.2015.12.142 – link to the publication
-
On the importance of the long-term seasonal component in day-ahead electricity price forecasting
- Authors:
- J Nowotarski, R Weron
- Academic press:
- Energy Economics (year: 2016, volume: 57, pages: 228-235), Publisher: Elsevier
- Status:
- Published
- DOI:
- 10.1016/j.eneco.2016.05.009 – link to the publication
-
Automated variable selection and shrinkage for day-ahead electricity price forecasting
- Authors:
- B Uniejewski, J Nowotarski, R Weron
- Academic press:
- Energies (year: 2016, volume: 9 (8), pages: 621), Publisher: MDPI
- Status:
- Published
- DOI:
- 10.3390/en9080621 – link to the publication
-
Recent advances in electricity price forecasting: A review of probabilistic forecasting
- Authors:
- J Nowotarski, R Weron
- Academic press:
- Renewable and Sustainable Energy Reviews (year: 2018, volume: 81, pages: 1548-1568), Publisher: Elsevier
- Status:
- Published
- DOI:
- 10.1016/j.rser.2017.05.234 – link to the publication
-
To combine or not to combine? Recent trends in
- Authors:
- J Nowotarski, R Weron
- Academic press:
- ARGO (year: 2016, volume: 9, pages: 7014), Publisher: ESSEC Business School
- Status:
- Published
- DOI:
- link to the publication
-
A hybrid model for GEFCom2014 probabilistic electricity price forecasting
- Authors:
- K. Maciejowska, J. Nowotarski
- Academic press:
- International Journal of Forecasting (year: 2016, volume: 32(3), pages: 1051-1056), Publisher: International Institute of Forecasters
- Status:
- Published
- DOI:
- 10.1016/j.ijforecast.2015.11.008 – link to the publication
-
Probabilistic Load Forecasting via Quantile Regression Averaging on Sister Forecasts
- Authors:
- B. Liu, J. Nowotarski, T. Hong, R. Weron
- Academic press:
- IEEE Transactions on Smart Grid (year: 2015, volume: PP, pages: 1), Publisher: IEEE
- Status:
- Published
- DOI:
- 10.1109/TSG.2015.2437877 – link to the publication
-
Computing electricity spot price prediction intervals using quantile regression and forecast averaging
- Authors:
- J. Nowotarski, R. Weron
- Academic press:
- Computational Statistics (year: 2015, volume: 30(3), pages: 791-803), Publisher: Springer
- Status:
- Published
- DOI:
- 10.1007/s00180-014-0523-0 – link to the publication
-
Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging
- Authors:
- K. Maciejowska, J. Nowotarski, R. Weron
- Academic press:
- International Journal of Forecasting (year: 2016, volume: -, pages: 1), Publisher: International Institute of Forecasters
- Status:
- Published
- DOI:
- 10.1016/j.ijforecast.2014.12.004 – link to the publication