Computing electricity spot price prediction intervals using quantile regression and forecast averaging
DOI10.1007/S00180-014-0523-0zbMATH Open1342.65056OpenAlexW2066035378WikidataQ29041983 ScholiaQ29041983MaRDI QIDQ740072FDOQ740072
Authors: Jakub Nowotarski, Rafał Weron 
Publication date: 12 August 2016
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00180-014-0523-0
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Computational methods for problems pertaining to statistics (62-08) Applications of statistics to economics (62P20)
Cites Work
- Regression Quantiles
- Electricity price forecasting through transfer function models
- Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models
- Review of guidelines for the use of combined forecasts
- Nonparametric maximum likelihood estimators for ar and ma time series
Cited In (8)
- The combination forecasting of electricity price based on price spikes processing: a case study in South Australia
- Title not available (Why is that?)
- Easy Uncertainty Quantification (EasyUQ): Generating Predictive Distributions from Single-Valued Model Output
- A novel auto-regressive fractionally integrated moving average–least-squares support vector machine model for electricity spot prices prediction
- Editorial to the special issue on applicable semiparametrics of computational statistics
- Modeling seasonality and serial dependence of electricity price curves with warping functional autoregressive dynamics
- Estimation combining unbiased and possibly biased estimators
- Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data
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