Projects funded by the NCN
Short-term forecasting of intraday electricity prices
2019/34/E/HS4/00060
Keywords:
econometrics time series forecasting energy electricity prices
Descriptors:
- HS4_003:
- HS4_006:
Panel:
HS4 - Individuals, institutions, markets: economics, finance, management, demography, social and economic geography, urban studies
Host institution :
Politechnika Wrocławska
woj. dolnośląskie
Principal investigator (from the host institution):
Number of co-investigators in the project: 4
Call: SONATA BIS 9 - announced on 2019-06-17
Amount awarded: 1 542 000 PLN
Project start date (Y-m-d): 2020-04-03
Project end date (Y-m-d): 2025-04-02
Project duration:: 60 months (the same as in the proposal)
Project status: Project completed
Project description
Download the project description in a pdf file
Note - project descriptions were prepared by the authors of the applications themselves and placed in the system in an unchanged form.
Information in the final report
- Publication in academic press/journals (3)
- LASSO principal component averaging: A fully automated approach for point forecast poolingAuthors:Bartosz Uniejewski, Katarzyna MaciejowskaAcademic press:International Journal of Forecasting (rok: 2022, tom: na, strony: na), Wydawca: ElsevierStatus:PublishedDOI:10.1016/j.ijforecast.2022.09.004 - link to the publication
- Enhancing load, wind and solar generation forecasts in day-ahead forecasting of spot and intraday electricity pricesAuthors:Katarzyna Maciejowska, Weronika Nitka, Tomasz WeronAcademic press:Energy Economics (rok: 2021, tom: 99, strony: 45666), Wydawca: ElsevierStatus:PublishedDOI:10.1016/j.eneco.2021.105273 - link to the publication
- Probabilistic forecasting with a hybrid Factor-QRA approach: Application to electricity tradingAuthors:Katarzyna Maciejowska, Tomasz Serafin, Bartosz Uniejewski.Academic press:Electric Power Systems Research (rok: 2024, tom: 234, strony: 45669), Wydawca: ScienceDirectStatus:PublishedDOI:10.1016/j.epsr.2024.110541 - link to the publication