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Probabilistic mid- and long-term electricity price forecasting
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- Shao, Zhen & Zheng, Qingru & Yang, Shanlin & Gao, Fei & Cheng, Manli & Zhang, Qiang & Liu, Chen, 2020. "Modeling and forecasting the electricity clearing price: A novel BELM based pattern classification framework and a comparative analytic study on multi-layer BELM and LSTM," Energy Economics, Elsevier, vol. 86(C).
- Chen, Yuanyi & Hu, Simon & Zheng, Yanchong & Xie, Shiwei & Yang, Qiang & Wang, Yubin & Hu, Qinru, 2024. "Coordinated optimization of logistics scheduling and electricity dispatch for electric logistics vehicles considering uncertain electricity prices and renewable generation," Applied Energy, Elsevier, vol. 364(C).
- Maciejowska, Katarzyna & Nitka, Weronika & Weron, Tomasz, 2021. "Enhancing load, wind and solar generation for day-ahead forecasting of electricity prices," Energy Economics, Elsevier, vol. 99(C).
- Oliver Grothe & Fabian Kachele & Fabian Kruger, 2022. "From point forecasts to multivariate probabilistic forecasts: The Schaake shuffle for day-ahead electricity price forecasting," Papers 2204.10154, arXiv.org.
- Ghelasi, Paul & Ziel, Florian, 2024. "Hierarchical forecasting for aggregated curves with an application to day-ahead electricity price auctions," International Journal of Forecasting, Elsevier, vol. 40(2), pages 581-596.
- Yao, Yunting & Gao, Ciwei & Tian, Hongjie & Zhang, Huiling, 2020. "Review of mid-to long-term trading mechanism for renewable electricity consumption in Ningxia, China," Renewable and Sustainable Energy Reviews, Elsevier, vol. 134(C).
- Lago, Jesus & Marcjasz, Grzegorz & De Schutter, Bart & Weron, Rafał, 2021.
"Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark,"
Applied Energy, Elsevier, vol. 293(C).
- Jesus Lago & Grzegorz Marcjasz & Bart De Schutter & Rafa{l} Weron, 2020. "Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark," Papers 2008.08004, arXiv.org, revised Dec 2020.
- Sheybanivaziri, Samaneh & Le Dréau, Jérôme & Kazmi, Hussain, 2024. "Forecasting price spikes in day-ahead electricity markets: techniques, challenges, and the road ahead," Discussion Papers 2024/1, Norwegian School of Economics, Department of Business and Management Science.
- Olivares, Kin G. & Challu, Cristian & Marcjasz, Grzegorz & Weron, Rafał & Dubrawski, Artur, 2023.
"Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx,"
International Journal of Forecasting, Elsevier, vol. 39(2), pages 884-900.
- Kin G. Olivares & Cristian Challu & Grzegorz Marcjasz & Rafal Weron & Artur Dubrawski, 2021. "Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx," WORking papers in Management Science (WORMS) WORMS/21/07, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
- Yangrui Zhang & Peng Tao & Xiangming Wu & Chenguang Yang & Guang Han & Hui Zhou & Yinlong Hu, 2022. "Hourly Electricity Price Prediction for Electricity Market with High Proportion of Wind and Solar Power," Energies, MDPI, vol. 15(4), pages 1-13, February.
- Stephen Haben & Julien Caudron & Jake Verma, 2021. "Probabilistic Day-Ahead Wholesale Price Forecast: A Case Study in Great Britain," Forecasting, MDPI, vol. 3(3), pages 1-37, August.
- Micha{l} Narajewski & Florian Ziel, 2021. "Optimal bidding in hourly and quarter-hourly electricity price auctions: trading large volumes of power with market impact and transaction costs," Papers 2104.14204, arXiv.org, revised Feb 2022.
- Zheng, Kedi & Chen, Huiyao & Wang, Yi & Chen, Qixin, 2022. "Data-driven financial transmission right scenario generation and speculation," Energy, Elsevier, vol. 238(PC).
- Claudio Monteiro & L. Alfredo Fernandez-Jimenez & Ignacio J. Ramirez-Rosado, 2020. "Predictive Trading Strategy for Physical Electricity Futures," Energies, MDPI, vol. 13(14), pages 1-24, July.
- Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022.
"Forecasting: theory and practice,"
International Journal of Forecasting, Elsevier, vol. 38(3), pages 705-871.
- Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020. "Forecasting: theory and practice," Papers 2012.03854, arXiv.org, revised Jan 2022.
- Valentin Mahler & Robin Girard & Georges Kariniotakis, 2021. "Data-driven Structural Modeling of Electricity Price Dynamics," Working Papers hal-03445396, HAL.
- Yiyuan Chen & Yufeng Wang & Jianhua Ma & Qun Jin, 2019. "BRIM: An Accurate Electricity Spot Price Prediction Scheme-Based Bidirectional Recurrent Neural Network and Integrated Market," Energies, MDPI, vol. 12(12), pages 1-18, June.
- Mahler, Valentin & Girard, Robin & Kariniotakis, Georges, 2022. "Data-driven structural modeling of electricity price dynamics," Energy Economics, Elsevier, vol. 107(C).
- Elmore, Clay T. & Dowling, Alexander W., 2021. "Learning spatiotemporal dynamics in wholesale energy markets with dynamic mode decomposition," Energy, Elsevier, vol. 232(C).
- Qiao, Weibiao & Yang, Zhe, 2020. "Forecast the electricity price of U.S. using a wavelet transform-based hybrid model," Energy, Elsevier, vol. 193(C).
- Wheatcroft, Edward, 2019. "Interpreting the skill score form of forecast performance metrics," International Journal of Forecasting, Elsevier, vol. 35(2), pages 573-579.
- Barja-Martinez, Sara & Aragüés-Peñalba, Mònica & Munné-Collado, Íngrid & Lloret-Gallego, Pau & Bullich-Massagué, Eduard & Villafafila-Robles, Roberto, 2021. "Artificial intelligence techniques for enabling Big Data services in distribution networks: A review," Renewable and Sustainable Energy Reviews, Elsevier, vol. 150(C).
- Katarzyna Maciejowska & Weronika Nitka & Tomasz Weron, 2019. "Day-Ahead vs. Intraday—Forecasting the Price Spread to Maximize Economic Benefits," Energies, MDPI, vol. 12(4), pages 1-15, February.
- Chai, Shanglei & Li, Qiang & Abedin, Mohammad Zoynul & Lucey, Brian M., 2024. "Forecasting electricity prices from the state-of-the-art modeling technology and the price determinant perspectives," Research in International Business and Finance, Elsevier, vol. 67(PA).
- Hakan Acaroğlu & Fausto Pedro García Márquez, 2021. "Comprehensive Review on Electricity Market Price and Load Forecasting Based on Wind Energy," Energies, MDPI, vol. 14(22), pages 1-23, November.
- Paulius Kozlovas & Saulius Gudzius & Audrius Jonaitis & Inga Konstantinaviciute & Viktorija Bobinaite & Saule Gudziute & Gustas Giedraitis, 2024. "Price Cannibalization Effect on Long-Term Electricity Prices and Profitability of Renewables in the Baltic States," Sustainability, MDPI, vol. 16(15), pages 1-23, July.
- Marcjasz, Grzegorz & Narajewski, Michał & Weron, Rafał & Ziel, Florian, 2023.
"Distributional neural networks for electricity price forecasting,"
Energy Economics, Elsevier, vol. 125(C).
- Grzegorz Marcjasz & Micha{l} Narajewski & Rafa{l} Weron & Florian Ziel, 2022. "Distributional neural networks for electricity price forecasting," Papers 2207.02832, arXiv.org, revised Dec 2022.
- Ethem Çanakoğlu & Esra Adıyeke, 2020. "Comparison of Electricity Spot Price Modelling and Risk Management Applications," Energies, MDPI, vol. 13(18), pages 1-22, September.
- Katarzyna Maciejowska & Weronika Nitka & Tomasz Weron, 2019. "Enhancing load, wind and solar generation forecasts in day-ahead forecasting of spot and intraday electricity prices," HSC Research Reports HSC/19/08, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
- Rafal Weron & Florian Ziel, 2018.
"Electricity price forecasting,"
HSC Research Reports
HSC/18/08, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
- Katarzyna Maciejowska & Rafal Weron, 2019. "Electricity price forecasting," HSC Research Reports HSC/19/01, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
- Tomasz Serafin & Bartosz Uniejewski & Rafał Weron, 2019.
"Averaging Predictive Distributions Across Calibration Windows for Day-Ahead Electricity Price Forecasting,"
Energies, MDPI, vol. 12(13), pages 1-12, July.
- Tomasz Serafin & Bartosz Uniejewski & Rafal Weron, 2019. "Averaging predictive distributions across calibration windows for day-ahead electricity price forecasting," WORking papers in Management Science (WORMS) WORMS/19/08, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, revised 06 Jul 2019.
- Gunnhildur H. Steinbakk & Alex Lenkoski & Ragnar Bang Huseby & Anders L{o}land & Tor Arne {O}ig{aa}rd, 2018. "Using published bid/ask curves to error dress spot electricity price forecasts," Papers 1812.02433, arXiv.org.
- Emma Viviani & Luca Di Persio & Matthias Ehrhardt, 2021. "Energy Markets Forecasting. From Inferential Statistics to Machine Learning: The German Case," Energies, MDPI, vol. 14(2), pages 1-33, January.
- Lu, Shixiang & Xu, Qifa & Jiang, Cuixia & Liu, Yezheng & Kusiak, Andrew, 2022. "Probabilistic load forecasting with a non-crossing sparse-group Lasso-quantile regression deep neural network," Energy, Elsevier, vol. 242(C).
- Grothe, Oliver & Kächele, Fabian & Krüger, Fabian, 2023. "From point forecasts to multivariate probabilistic forecasts: The Schaake shuffle for day-ahead electricity price forecasting," Energy Economics, Elsevier, vol. 120(C).
- Donglan Liu & Xin Liu & Kun Guo & Qiang Ji & Yingxian Chang, 2023. "Spillover Effects among Electricity Prices, Traditional Energy Prices and Carbon Market under Climate Risk," IJERPH, MDPI, vol. 20(2), pages 1-18, January.
- Chang, Weiguang & Dong, Wei & Yang, Qiang, 2023. "Day-ahead bidding strategy of cloud energy storage serving multiple heterogeneous microgrids in the electricity market," Applied Energy, Elsevier, vol. 336(C).
- Su, Jun & Lie, T.T. & Zamora, Ramon, 2020. "A rolling horizon scheduling of aggregated electric vehicles charging under the electricity exchange market," Applied Energy, Elsevier, vol. 275(C).
- Narajewski, Michał & Ziel, Florian, 2022. "Optimal bidding in hourly and quarter-hourly electricity price auctions: Trading large volumes of power with market impact and transaction costs," Energy Economics, Elsevier, vol. 110(C).
- Madadkhani, Shiva & Ikonnikova, Svetlana, 2024. "Toward high-resolution projection of electricity prices: A machine learning approach to quantifying the effects of high fuel and CO2 prices," Energy Economics, Elsevier, vol. 129(C).
- Martina Assereto & Julie Byrne, 2020. "The Implications of Policy Uncertainty on Solar Photovoltaic Investment," Energies, MDPI, vol. 13(23), pages 1-20, November.
- Philip Beran & Arne Vogler, 2021. "Multi-Day-Ahead Electricity Price Forecasting: A Comparison of fundamental, econometric and hybrid Models," EWL Working Papers 2102, University of Duisburg-Essen, Chair for Management Science and Energy Economics, revised Oct 2021.
- Shao, Zhen & Yang, Yudie & Zheng, Qingru & Zhou, Kaile & Liu, Chen & Yang, Shanlin, 2022. "A pattern classification methodology for interval forecasts of short-term electricity prices based on hybrid deep neural networks: A comparative analysis," Applied Energy, Elsevier, vol. 327(C).