Projects funded by the NCN
Probabilistic predictions as inputs to statistical learning models: Price forecasting and decision support in markets for electricity
2023/49/N/HS4/02741
Keywords:
Probabilistic forecasting statistical learning electricity market forecast assessment decision support trading strategies
Descriptors:
- HS4_03:
- HS4_06:
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: 2
Call: PRELUDIUM 22 - announced on 2023-03-16
Amount awarded: 113 460 PLN
Project start date (Y-m-d): 2024-02-01
Project end date (Y-m-d): 2027-01-31
Project duration:: 36 months (the same as in the proposal)
Project status: Pending project
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 (2)
- Postprocessing of point predictions for probabilistic forecasting of day-ahead electricity prices: The benefits of using isotonic distributional regressionAuthors:Arkadiusz Lipiecki, Bartosz Uniejewski, Rafał WeronAcademic press:Energy Economics (rok: 2024, tom: 139, strony: 107934), Wydawca: ElsevierStatus:PublishedDOI:10.1016/j.eneco.2024.107934 - link to the publication
- Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead marketAuthors:Katarzyna Chęć, Bartosz Uniejewski, Rafał WeronAcademic press:Journal of Commodity Markets (rok: 2025, tom: 37, strony: 100449), Wydawca: ElsevierStatus:PublishedDOI:10.1016/j.jcomm.2024.100449 - link to the publication