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Variance Stabilizing Transformations for Electricity Spot Price Forecasting

https://doi.org/10.1109/tpwrs.2017.2734563

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inferred← citeshttps://doi.org/10.3390/en11051255openalex-snapshot

Electricity Price Forecasting Using Recurrent Neural Networks

inferred← citeshttps://doi.org/10.3390/en11082039openalex-snapshot

Efficient Forecasting of Electricity Spot Prices with Expert and LASSO Models

inferred← citeshttps://doi.org/10.3390/en11092364openalex-snapshot

Selection of Calibration Windows for Day-Ahead Electricity Price Forecasting

inferred← citeshttps://doi.org/10.3390/en11102658openalex-snapshot

A Trading-Based Evaluation of Density Forecasts in a Real-Time Electricity Market

inferred← citeshttps://doi.org/10.3390/en12061067openalex-snapshot

Short-Term Electricity Price Forecasting with a Composite Fundamental-Econometric Hybrid Methodology

inferred← citeshttps://doi.org/10.3390/en12132561openalex-snapshot

Averaging Predictive Distributions Across Calibration Windows for Day-Ahead Electricity Price Forecasting

inferred← citeshttps://doi.org/10.3390/en12224262openalex-snapshot

Forecasting the Price Distribution of Continuous Intraday Electricity Trading

inferred← citeshttps://doi.org/10.3390/en12224339openalex-snapshot

Modeling Intraday Markets under the New Advances of the Cross-Border Intraday Project (XBID): Evidence from the German Intraday Market

inferred← citeshttps://doi.org/10.3390/en13071667openalex-snapshot

Beating the Naïve—Combining LASSO with Naïve Intraday Electricity Price Forecasts

inferred← citeshttps://doi.org/10.3390/en13143530openalex-snapshot

PCA Forecast Averaging—Predicting Day-Ahead and Intraday Electricity Prices

inferred← citeshttps://doi.org/10.3390/en13184605openalex-snapshot

Forecasting Electricity Prices Using Deep Neural Networks: A Robust Hyper-Parameter Selection Scheme

inferred← citeshttps://doi.org/10.3390/en13205452openalex-snapshot

Short-Term Electricity Price Forecasting with Recurrent Regimes and Structural Breaks

inferred← citeshttps://doi.org/10.3390/en14020336openalex-snapshot

The Impact of Forecasting Jumps on Forecasting Electricity Prices

inferred← citeshttps://doi.org/10.3390/en14020388openalex-snapshot

A Multivariate High-Order Markov Model for the Income Estimation of a Wind Farm

inferred← citeshttps://doi.org/10.3390/en14113249openalex-snapshot

Importance of the Long-Term Seasonal Component in Day-Ahead Electricity Price Forecasting Revisited: Parameter-Rich Models Estimated via the LASSO

inferred← citeshttps://doi.org/10.3390/en14144317openalex-snapshot

Electricity Markets during the Liberalization: The Case of a European Union Country

inferred← citeshttps://doi.org/10.3390/en15144976openalex-snapshot

Probabilistic Forecasting of German Electricity Imbalance Prices

inferred← citeshttps://doi.org/10.3390/en16020807openalex-snapshot

ARX-GARCH Probabilistic Price Forecasts for Diversification of Trade in Electricity Markets—Variance Stabilizing Transformation and Financial Risk-Minimizing Portfolio Allocation

inferred← citeshttps://doi.org/10.3390/en16073222openalex-snapshot

Day-Ahead Electricity Market Price Forecasting Considering the Components of the Electricity Market Price; Using Demand Decomposition, Fuel Cost, and the Kernel Density Estimation

inferred← citeshttps://doi.org/10.3390/en17030626openalex-snapshot

Powering Electricity Forecasting with Transfer Learning

inferred← citeshttps://doi.org/10.3390/en17184699openalex-snapshot

Attention-Based Load Forecasting with Bidirectional Finetuning

inferred← citeshttps://doi.org/10.3390/en18010049openalex-snapshot

Inherent Risk Analysis of Power Supply Management: Case of Belize’s System Operator and Third-Party Actors

inferred← citeshttps://doi.org/10.3390/forecast2010002openalex-snapshot

X-Model: Further Development and Possible Modifications

inferred← citeshttps://doi.org/10.3390/forecast5030028openalex-snapshot

A Hybrid Model for Multi-Day-Ahead Electricity Price Forecasting considering Price Spikes

inferred← citeshttps://doi.org/10.3390/math14122100openalex-snapshot

Realized Volatility Forecasting in the Spanish Electricity Market During the 2021–2025 Energy Crisis

inferred← citeshttps://doi.org/10.3390/su14052546openalex-snapshot

Performance Analysis of Machine Learning Algorithms for Energy Demand–Supply Prediction in Smart Grids

inferred← citeshttps://doi.org/10.46855/energy-proceedings-10885openalex-snapshot

Comparative Analysis of Baseline Models for Rolling Price Forecasts in the German Continuous Intraday Electricity Market

inferred← citeshttps://doi.org/10.48550/arxiv.1910.07325openalex-snapshot

Multivariate Forecasting Evaluation: On Sensitive and Strictly Proper Scoring Rules

inferred← citeshttps://doi.org/10.48550/arxiv.2008.08006openalex-snapshot

Neural networks in day-ahead electricity price forecasting: Single vs. multiple outputs

inferred← citeshttps://doi.org/10.5547/01956574.41.4.cfezopenalex-snapshot

Size Matters: Estimation Sample Length and Electricity Price Forecasting Accuracy

inferred← citeshttps://doi.org/10.61186/jiaeee.20.4.123openalex-snapshot

A Hybrid Approach for Probabilistic mid-term Electricity Price Forecasting using deep learning

inferred← citeshttps://doi.org/10.61186/jiaeee.20.4.412openalex-snapshot

A Hybrid Approach for Probabilistic mid-term Electricity Price Forecasting using deep learning

inferred← citeshttps://doi.org/10.70675/60d0e1dfzdaa3z4da4zb246z003dbc7c1040openalex-snapshot

Machine learning techniques for electricity price forecasting

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