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Modeling and Forecasting Electricity Spot Prices: A Functional Data Perspective
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- Maryniak, Paweł & Trück, Stefan & Weron, Rafał, 2019. "Carbon pricing and electricity markets — The case of the Australian Clean Energy Bill," Energy Economics, Elsevier, vol. 79(C), pages 45-58.
- Florian Ziel & Rick Steinert & Sven Husmann, 2015. "Forecasting day ahead electricity spot prices: The impact of the EXAA to other European electricity markets," Papers 1501.00818, arXiv.org, revised Dec 2015.
- repec:dui:wpaper:1502 is not listed on IDEAS
- Benatia, David & Carrasco, Marine & Florens, Jean-Pierre, 2017.
"Functional linear regression with functional response,"
Journal of Econometrics, Elsevier, vol. 201(2), pages 269-291.
- David Benatia & Marine Carrasco & Jean-Pierre Florens, 2017. "Functional linear regression with functional response," Post-Print hal-03523162, HAL.
- Hron, K. & Menafoglio, A. & Templ, M. & Hrůzová, K. & Filzmoser, P., 2016. "Simplicial principal component analysis for density functions in Bayes spaces," Computational Statistics & Data Analysis, Elsevier, vol. 94(C), pages 330-350.
- Sven Otto & Nazarii Salish, 2022. "Approximate Factor Models for Functional Time Series," Papers 2201.02532, arXiv.org, revised May 2024.
- Danielle Devogelaer & Benoît Laine, 2016. "Working Paper 09-16 - Drivers of wholesale electricity prices in a small, open economy - Some evidence from the nuclear restart in Belgium [Working Paper 09-16 - Marché de l’électricité : facteurs ," Working Papers 1609, Federal Planning Bureau, Belgium.
- Imaizumi, Masaaki & Kato, Kengo, 2018. "PCA-based estimation for functional linear regression with functional responses," Journal of Multivariate Analysis, Elsevier, vol. 163(C), pages 15-36.
- Florian Ziel & Rick Steinert & Sven Husmann, 2014. "Efficient Modeling and Forecasting of the Electricity Spot Price," Papers 1402.7027, arXiv.org, revised Oct 2014.
- Farzad Sabzikar & Piotr Kokoszka, 2023. "Tempered functional time series," Journal of Time Series Analysis, Wiley Blackwell, vol. 44(3), pages 280-293, May.
- A. Delaigle & P. Hall, 2016. "Approximating fragmented functional data by segments of Markov chains," Biometrika, Biometrika Trust, vol. 103(4), pages 779-799.
- Michael Polson & Vadim Sokolov, 2018. "Deep Learning for Energy Markets," Papers 1808.05527, arXiv.org, revised Apr 2019.
- Boente, Graciela & Salibian-Barrera, Matías & Vena, Pablo, 2020. "Robust estimation for semi-functional linear regression models," Computational Statistics & Data Analysis, Elsevier, vol. 152(C).
- Brenda López Cabrera & Franziska Schulz, 2017.
"Forecasting Generalized Quantiles of Electricity Demand: A Functional Data Approach,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 112(517), pages 127-136, January.
- López Cabrera, Brenda & Schulz, Franziska, 2014. "Forecasting generalized quantiles of electricity demand: A functional data approach," SFB 649 Discussion Papers 2014-030, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Chen, Yichao & Pun, Chi Seng, 2019. "A bootstrap-based KPSS test for functional time series," Journal of Multivariate Analysis, Elsevier, vol. 174(C).
- Alexander Gleim & Nazarii Salish, 2022. "Forecasting Environmental Data: An example to ground-level ozone concentration surfaces," Papers 2202.03332, arXiv.org.
- Kraus, David, 2019. "Inferential procedures for partially observed functional data," Journal of Multivariate Analysis, Elsevier, vol. 173(C), pages 583-603.
- Weron, Rafał, 2014.
"Electricity price forecasting: A review of the state-of-the-art with a look into the future,"
International Journal of Forecasting, Elsevier, vol. 30(4), pages 1030-1081.
- Rafal Weron, 2014. "Electricity price forecasting: A review of the state-of-the-art with a look into the future," HSC Research Reports HSC/14/07, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
- Corredera, Alberto & Ruiz, Carlos, 2023. "Prescriptive selection of machine learning hyperparameters with applications in power markets: Retailer’s optimal trading," European Journal of Operational Research, Elsevier, vol. 306(1), pages 370-388.
- Matteo Fontana & Massimo Tavoni & Simone Vantini, 2019. "Functional Data Analysis of high-frequency load curves reveals drivers of residential electricity consumption," PLOS ONE, Public Library of Science, vol. 14(6), pages 1-16, June.
- de Frutos Cachorro, J. & Willeghems, G. & Buysse, J., 2019. "Strategic investment decisions under the nuclear power debate in Belgium," Resource and Energy Economics, Elsevier, vol. 57(C), pages 156-184.
- Marco Stefanucci & Laura M. Sangalli & Pierpaolo Brutti, 2018. "PCA‐based discrimination of partially observed functional data, with an application to AneuRisk65 data set," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 72(3), pages 246-264, August.
- Caputo, Antonio C. & Federici, Alessandro & Pelagagge, Pacifico M. & Salini, Paolo, 2023. "Offshore wind power system economic evaluation framework under aleatory and epistemic uncertainty," Applied Energy, Elsevier, vol. 350(C).
- Brusaferri, Alessandro & Matteucci, Matteo & Portolani, Pietro & Vitali, Andrea, 2019. "Bayesian deep learning based method for probabilistic forecast of day-ahead electricity prices," Applied Energy, Elsevier, vol. 250(C), pages 1158-1175.
- Katarzyna Maciejowska & Rafał Weron, 2015.
"Forecasting of daily electricity prices with factor models: utilizing intra-day and inter-zone relationships,"
Computational Statistics, Springer, vol. 30(3), pages 805-819, September.
- Katarzyna Maciejowska & Rafal Weron, 2013. "Forecasting of daily electricity prices with factor models: Utilizing intra-day and inter-zone relationships," HSC Research Reports HSC/13/11, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
- Daniel Kosiorowski & Jerzy P. Rydlewski & Ma{l}gorzata Snarska, 2016. "Detecting a Structural Change in Functional Time Series Using Local Wilcoxon Statistic," Papers 1604.03776, arXiv.org, revised Oct 2019.
- Yang, Yang & Shang, Han Lin & Raymer, James, 2024. "Forecasting Australian fertility by age, region, and birthplace," International Journal of Forecasting, Elsevier, vol. 40(2), pages 532-548.
- Kraus, David & Stefanucci, Marco, 2020. "Ridge reconstruction of partially observed functional data is asymptotically optimal," Statistics & Probability Letters, Elsevier, vol. 165(C).
- Ismail Shah & Francesco Lisi, 2020. "Forecasting of electricity price through a functional prediction of sale and purchase curves," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(2), pages 242-259, March.
- Komi Nagbe & Jairo Cugliari & Julien Jacques, 2018. "Short-Term Electricity Demand Forecasting Using a Functional State Space Model," Energies, MDPI, vol. 11(5), pages 1-24, May.
- Fabrizio Durante & Angelica Gianfreda & Francesco Ravazzolo & Luca Rossini, 2022. "A Multivariate Dependence Analysis for Electricity Prices, Demand and Renewable Energy Sources," Papers 2201.01132, arXiv.org.
- Corredera, Alberto, 2022. "Prescriptive selection of machine learning hyperparameters with applications in power markets: retailer's optimal trading," DES - Working Papers. Statistics and Econometrics. WS 33693, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Pawel Maryniak & Stefan Trueck & Rafal Weron, 2016. "Carbon pricing, forward risk premiums and pass-through rates in Australian electricity futures markets," HSC Research Reports HSC/16/10, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
- Jorge Barrientos Marin & Laura Marquez Marulanda & Fernando Villada Duque, 2023. "Analyzing Electricity Demand in Colombia: A Functional Time Series Approach," International Journal of Energy Economics and Policy, Econjournals, vol. 13(1), pages 75-84, January.
- Usman Zafar & Neil Kellard & Dmitri Vinogradov, 2022. "Multistage optimization filter for trend‐based short‐term forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(2), pages 345-360, March.
- Santiago Gall n & Jorge Barrientos, 2021. "Forecasting the Colombian Electricity Spot Price under a Functional Approach," International Journal of Energy Economics and Policy, Econjournals, vol. 11(2), pages 67-74.
- Qunli Wu & Huaxing Lin, 2019. "Short-Term Wind Speed Forecasting Based on Hybrid Variational Mode Decomposition and Least Squares Support Vector Machine Optimized by Bat Algorithm Model," Sustainability, MDPI, vol. 11(3), pages 1-18, January.
- Katarzyna Maciejowska & Rafal Weron, 2015. "Short- and mid-term forecasting of baseload electricity prices in the UK: The impact of intra-day price relationships and market fundamentals," HSC Research Reports HSC/15/04, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
- Pape, Christian & Hagemann, Simon & Weber, Christoph, 2016. "Are fundamentals enough? Explaining price variations in the German day-ahead and intraday power market," Energy Economics, Elsevier, vol. 54(C), pages 376-387.
- Ziel, Florian & Steinert, Rick & Husmann, Sven, 2015. "Efficient modeling and forecasting of electricity spot prices," Energy Economics, Elsevier, vol. 47(C), pages 98-111.
- Hirth, Lion & Khanna, Tarun & Ruhnau, Oliver, 2022. "The (very) short-term price elasticity of German electricity demand," EconStor Preprints 249570, ZBW - Leibniz Information Centre for Economics.
- Liebl, Dominik & Rameseder, Stefan, 2019. "Partially observed functional data: The case of systematically missing parts," Computational Statistics & Data Analysis, Elsevier, vol. 131(C), pages 104-115.
- G P Girish & Aviral Kumar Tiwari, 2016. "A comparison of different univariate forecasting models forSpot Electricity Price in India," Economics Bulletin, AccessEcon, vol. 36(2), pages 1039-1057.
- Cerovecki, Clément & Hörmann, Siegfried, 2017. "On the CLT for discrete Fourier transforms of functional time series," Journal of Multivariate Analysis, Elsevier, vol. 154(C), pages 282-295.
- Ziel, Florian & Steinert, Rick & Husmann, Sven, 2015. "Forecasting day ahead electricity spot prices: The impact of the EXAA to other European electricity markets," Energy Economics, Elsevier, vol. 51(C), pages 430-444.
- Kokoszka, Piotr & Reimherr, Matthew & Wölfing, Nikolas, 2016. "A randomness test for functional panels," Journal of Multivariate Analysis, Elsevier, vol. 151(C), pages 37-53.
- Chen Tang & Yanlin Shi, 2021. "Forecasting High-Dimensional Financial Functional Time Series: An Application to Constituent Stocks in Dow Jones Index," JRFM, MDPI, vol. 14(8), pages 1-13, July.