Projects funded by the NCN

Information on the principal investigator and host institution

Information of the project and the call

Keywords

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Averaging forecasts of wholesale electricity prices

2013/11/N/HS4/03649

Keywords:

forecast averaging electricity price power market point forecasts interval forecasts density forecasts

Descriptors:

  • HS4_3: Econometrics, statistical methods
  • HS4_6: Financial markets, international finance, public finance

Panel:

HS4 - Individuals, institutions, markets: economics, finance, management, demography, social and economic geography, urban studies

Host institution :

Politechnika Wrocławska, Wydział Informatyki i Zarządzania

woj. dolnośląskie

Other projects carried out by the institution 

Principal investigator (from the host institution):

Jakub Nowotarski 

Number of co-investigators in the project: 2

Call: PRELUDIUM 6 - announced on 2013-09-16

Amount awarded: 115 500 PLN

Project start date (Y-m-d): 2014-08-06

Project end date (Y-m-d): 2017-02-05

Project duration:: 30 months (the same as in the proposal)

Project status: Project settled

Equipment purchased [PL]

  1. Notebook (5 000 PLN)

Information in the final report

  • Publication in academic press/journals (9)
  1. Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging
    Authors:
    K. Maciejowska, J. Nowotarski, R. Weron
    Academic press:
    International Journal of Forecasting (rok: 2016, tom: -, strony: 1), Wydawca: International Institute of Forecasters
    Status:
    Published
    DOI:
    10.1016/j.ijforecast.2014.12.004 - link to the publication
  2. To combine or not to combine? Recent trends in
    Authors:
    J Nowotarski, R Weron
    Academic press:
    ARGO (rok: 2016, tom: 9, strony: 7014), Wydawca: ESSEC Business School
    Status:
    Published
    DOI:
    brak - link to the publication
  3. On the importance of the long-term seasonal component in day-ahead electricity price forecasting
    Authors:
    J Nowotarski, R Weron
    Academic press:
    Energy Economics (rok: 2016, tom: 57, strony: 228-235), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.eneco.2016.05.009 - link to the publication
  4. A hybrid model for GEFCom2014 probabilistic electricity price forecasting
    Authors:
    K. Maciejowska, J. Nowotarski
    Academic press:
    International Journal of Forecasting (rok: 2016, tom: 32(3), strony: 1051-1056), Wydawca: International Institute of Forecasters
    Status:
    Published
    DOI:
    10.1016/j.ijforecast.2015.11.008 - link to the publication
  5. Computing electricity spot price prediction intervals using quantile regression and forecast averaging
    Authors:
    J. Nowotarski, R. Weron
    Academic press:
    Computational Statistics (rok: 2015, tom: 30(3), strony: 791-803), Wydawca: Springer
    Status:
    Published
    DOI:
    10.1007/s00180-014-0523-0 - link to the publication
  6. Recent advances in electricity price forecasting: A review of probabilistic forecasting
    Authors:
    J Nowotarski, R Weron
    Academic press:
    Renewable and Sustainable Energy Reviews (rok: 2018, tom: 81, strony: 1548-1568), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.rser.2017.05.234 - link to the publication
  7. Improving short term load forecast accuracy via combining sister forecasts
    Authors:
    J. Nowotarski, B. Liu, R. Weron, T. Hong
    Academic press:
    Energy (rok: 2016, tom: 98, strony: 40-49), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.energy.2015.12.142 - link to the publication
  8. 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 (rok: 2015, tom: PP, strony: 1), Wydawca: IEEE
    Status:
    Published
    DOI:
    10.1109/TSG.2015.2437877 - link to the publication
  9. Automated variable selection and shrinkage for day-ahead electricity price forecasting
    Authors:
    B Uniejewski, J Nowotarski, R Weron
    Academic press:
    Energies (rok: 2016, tom: 9 (8), strony: 621), Wydawca: MDPI
    Status:
    Published
    DOI:
    10.3390/en9080621 - link to the publication

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