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Forecasting day ahead electricity spot prices: The impact of the EXAA to other European electricity markets. (2015). Ziel, Florian ; Husmann, Sven ; Steinert, Rick.
In: Papers.
RePEc:arx:papers:1501.00818.

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Cited: 35

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  1. The Volatility Dynamics of Prices in the European Power Markets during the COVID-19 Pandemic Period. (2024). Borzan, Cristina ; Pcurar, Ancua ; Milosavljevi, Pea ; Boi, Zorana ; Rajic, Milena Nebojsa ; Stankovi, Zorana Zoran ; Sabu, Emilia.
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  2. Quantifying the short-term asymmetric effects of renewable energy on the electricity merit-order curve. (2024). Demetriades, Elias ; Tselika, Maria.
    In: Energy Economics.
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  3. Foreseeing the worst: Forecasting electricity DART spikes. (2023). Godin, Frederic ; Gauthier, Genevieve ; Galarneau-Vincent, Remi.
    In: Energy Economics.
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  4. .

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  5. Electricity price forecasting on the day-ahead market using machine learning. (2022). Robardet, Celine ; Plantevit, Marc ; Pierre, Erwan ; Tschora, Leonard.
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  6. Electricity price forecasting on the day-ahead market using machine learning. (2022). Robardet, Celine ; Plantevit, Marc ; Pierre, Erwan ; Tschora, Leonard.
    In: Applied Energy.
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  7. .

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  8. An ensemble approach for electricity price forecasting in markets with renewable energy resources. (2021). Tripathi, M M ; Varanasi, Jyothi ; Mittal, Rajat ; Bhatia, Kushagra.
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  9. Day-ahead electricity price prediction applying hybrid models of LSTM-based deep learning methods and feature selection algorithms under consideration of market coupling. (2021). Becker, Denis Mike ; Li, Wei.
    In: Energy.
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  10. Application of bagging in day-ahead electricity price forecasting and factor augmentation. (2021). Yildirim, Dilem ; Ozen, Kadir.
    In: Energy Economics.
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  11. Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark. (2021). Weron, Rafał ; de Schutter, Bart ; Marcjasz, Grzegorz ; Lago, Jesus.
    In: Applied Energy.
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  12. X-Model: Further Development and Possible Modifications. (2020). Kulakov, Sergei.
    In: Forecasting.
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  13. Power Exchange Prices: Comparison of Volatility in European Markets. (2020). Arsi, Jovana ; Dobromirov, Duan ; Boi, Zorana ; Lusarczyk, Beata ; Radii, Mladen.
    In: Energies.
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  14. Econometric modelling and forecasting of intraday electricity prices. (2020). Ziel, Florian ; Narajewski, Micha.
    In: Journal of Commodity Markets.
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  15. Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark. (2020). Weron, Rafał ; Marcjasz, Grzegorz ; de Schutter, Bart ; Lago, Jesus.
    In: Papers.
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  16. Neural Network Based Model Comparison for Intraday Electricity Price Forecasting. (2019). Ugurlu, Umut ; Oksuz, Ilkay.
    In: Energies.
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  17. Modeling Intraday Markets under the New Advances of the Cross-Border Intraday Project (XBID): Evidence from the German Intraday Market. (2019). Kath, Christopher.
    In: Energies.
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  18. BRIM: An Accurate Electricity Spot Price Prediction Scheme-Based Bidirectional Recurrent Neural Network and Integrated Market. (2019). Ma, Jianhua ; Wang, Yufeng ; Chen, Yiyuan ; Jin, Qun .
    In: Energies.
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  19. Risk premia in the German day-ahead electricity market revisited: The impact of negative prices. (2019). Valitov, Niyaz .
    In: Energy Economics.
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  20. Optimization of a multiple-scale renewable energy-based virtual power plant in the UK. (2019). Andoni, Merlinda ; Robu, Valentin ; Kocher-Oberlehner, Gudrun ; Elgamal, Ahmed Hany.
    In: Applied Energy.
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  21. Deregulated day-ahead electricity markets in Southeast Europe: Price forecasting and comparative structural analysis. (2018). Lessmann, Stefan ; Hryshchuk, Antanina.
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  22. Thermal load forecasting in district heating networks using deep learning and advanced feature selection methods. (2018). Suryanarayana, Gowri ; Johansson, Christian ; Aleksiejuk, Piotr ; Geysen, Davy ; Lago, Jesus.
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  23. The value of forecasts: Quantifying the economic gains of accurate quarter-hourly electricity price forecasts. (2018). Kath, Christopher ; Ziel, Florian.
    In: Energy Economics.
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  24. Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks. (2018). Weron, Rafał ; Ziel, Florian.
    In: Energy Economics.
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  25. Forecasting spot electricity prices: Deep learning approaches and empirical comparison of traditional algorithms. (2018). Lago, Jesus ; de Schutter, Bart ; de Ridder, Fjo.
    In: Applied Energy.
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  26. Forecasting day-ahead electricity prices in Europe: The importance of considering market integration. (2018). Lago, Jesus ; de Schutter, Bart ; Vrancx, Peter ; de Ridder, Fjo.
    In: Applied Energy.
    RePEc:eee:appene:v:211:y:2018:i:c:p:890-903.

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  27. The value of forecasts: Quantifying the economic gains of accurate quarter-hourly electricity price forecasts. (2018). Ziel, Florian ; Kath, Christopher.
    In: Papers.
    RePEc:arx:papers:1811.08604.

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  28. Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks. (2018). Weron, Rafał ; Ziel, Florian.
    In: Papers.
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  29. Dynamic energy, exergy and market modeling of a High Temperature Heat and Power Storage System. (2017). Arabkoohsar, A ; Andresen, G B.
    In: Energy.
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  30. Design and analysis of the novel concept of high temperature heat and power storage. (2017). Arabkoohsar, A ; Andresen, G B.
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  31. Comparison of data-rich and small-scale data time series models generating probabilistic forecasts: An application to U.S. natural gas gross withdrawals. (2017). Duangnate, Kannika ; Mjelde, James W.
    In: Energy Economics.
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  32. Forecasting day-ahead electricity prices in Europe: the importance of considering market integration. (2017). de Schutter, Bart ; Vrancx, Peter ; de Ridder, Fjo ; Lago, Jesus.
    In: Papers.
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  33. Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate models. (2016). Weron, Rafał ; Ziel, Florian.
    In: HSC Research Reports.
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  34. Electricity price forecasting using sale and purchase curves: The X-Model. (2016). Ziel, Florian ; Steinert, Rick.
    In: Energy Economics.
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  35. Electricity Price Forecasting using Sale and Purchase Curves: The X-Model. (2016). Ziel, Florian ; Steinert, Rick.
    In: Papers.
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References

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    RePEc:eee:enepol:v:85:y:2015:i:c:p:357-368.

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  37. Forecasting day ahead electricity spot prices: The impact of the EXAA to other European electricity markets. (2015). Steinert, Rick ; Ziel, Florian ; Husmann, Sven .
    In: Energy Economics.
    RePEc:eee:eneeco:v:51:y:2015:i:c:p:430-444.

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  38. A note on using the Hodrick–Prescott filter in electricity markets. (2015). Zator, Michał ; Weron, Rafał.
    In: Energy Economics.
    RePEc:eee:eneeco:v:48:y:2015:i:c:p:1-6.

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  39. Efficient modeling and forecasting of electricity spot prices. (2015). Ziel, Florian ; Husmann, Sven ; Steinert, Rick.
    In: Energy Economics.
    RePEc:eee:eneeco:v:47:y:2015:i:c:p:98-111.

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  40. Electricity derivatives pricing with forward-looking information. (2015). Prokopczuk, Marcel ; Füss, Roland ; Mahringer, Steffen ; Fuss, Roland ; ROLAND FÜSS, .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:58:y:2015:i:c:p:34-57.

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  41. Quantifying the impact s of wind power generation in the day-ahead market: The case of Denmark. (2015). Li, Yuanjing .
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/15247.

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  42. Forecasting day ahead electricity spot prices: The impact of the EXAA to other European electricity markets. (2015). Ziel, Florian ; Husmann, Sven ; Steinert, Rick.
    In: Papers.
    RePEc:arx:papers:1501.00818.

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  43. Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging. (2014). Weron, Rafał ; Nowotarski, Jakub ; Maciejowska, Katarzyna.
    In: HSC Research Reports.
    RePEc:wuu:wpaper:hsc1409.

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  44. Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). Weron, Rafał.
    In: HSC Research Reports.
    RePEc:wuu:wpaper:hsc1407.

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  45. A note on using the Hodrick-Prescott filter in electricity markets. (2014). Zator, Michał ; Weron, Rafał.
    In: HSC Research Reports.
    RePEc:wuu:wpaper:hsc1404.

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  46. Merging quantile regression with forecast averaging to obtain more accurate interval forecasts of Nord Pool spot prices. (2014). Weron, Rafał ; Nowotarski, Jakub.
    In: HSC Research Reports.
    RePEc:wuu:wpaper:hsc1403.

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  47. Forecasting electricity spot prices using time-series models with a double temporal segmentation. (2014). Meritet, Sophie ; Fouquau, Julien ; Bessec, Marie.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-588.

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  48. Price convergence and integration in the Germany, France and Italy electricity markets. (2014). Karboul, Jihane ; Jbir, Rafik ; Charfeddine, Lanouar.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-502.

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  49. Forecasting electricity spot prices using time-series models with a double temporal segmentation. (2014). Meritet, Sophie ; Fouquau, Julien ; Bessec, Marie.
    In: Post-Print.
    RePEc:hal:journl:hal-01502835.

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  50. TIME VARYING LONG RUN DYNAMICS AND CONVERGENCE IN THE UK ENERGY MARKET. (2014). de Menezes, Lilian M. ; Tamvakis, Michael ; Houllier, Melanie .
    In: EcoMod2014.
    RePEc:ekd:006356:6970.

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  51. Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). Weron, Rafał.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:30:y:2014:i:4:p:1030-1081.

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  52. An empirical comparison of alternative schemes for combining electricity spot price forecasts. (2014). Weron, Rafał ; Trueck, Stefan ; Nowotarski, Jakub ; Raviv, Eran ; Truck, Stefan.
    In: Energy Economics.
    RePEc:eee:eneeco:v:46:y:2014:i:c:p:395-412.

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  53. Component estimation for electricity prices: Procedures and comparisons. (2014). Nan, Fany ; Lisi, Francesco.
    In: Energy Economics.
    RePEc:eee:eneeco:v:44:y:2014:i:c:p:143-159.

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  54. Forecasting electricity spot prices using time-series models with a double temporal segmentation. (2014). Fouquau, Julien ; Meritet, Sophie .
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/13532.

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  55. Efficient Modeling and Forecasting of the Electricity Spot Price. (2014). Ziel, Florian ; Steinert, Rick.
    In: Papers.
    RePEc:arx:papers:1402.7027.

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  56. Short-term forecasting of electricity spot prices using model averaging (Krótkoterminowe prognozowanie spotowych cen energii elektrycznej z wykorzystaniem uśredniania modeli). (2013). Nowotarski, Jakub.
    In: HSC Research Reports.
    RePEc:wuu:wpaper:hsc1317.

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  57. Computing electricity spot price prediction intervals using quantile regression and forecast averaging. (2013). Weron, Rafał ; Nowotarski, Jakub.
    In: HSC Research Reports.
    RePEc:wuu:wpaper:hsc1312.

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  58. Forecasting of daily electricity prices with factor models: Utilizing intra-day and inter-zone relationships. (2013). Weron, Rafał ; Maciejowska, Katarzyna.
    In: HSC Research Reports.
    RePEc:wuu:wpaper:hsc1311.

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  59. An empirical comparison of alternate schemes for combining electricity spot price forecasts. (2013). Weron, Rafał ; Trueck, Stefan ; Nowotarski, Jakub ; Raviv, Eran .
    In: HSC Research Reports.
    RePEc:wuu:wpaper:hsc1307.

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  60. Modeling and forecasting of the long-term seasonal component of the EEX and Nord Pool spot prices. (2013). Weron, Rafał ; Tomczyk, Jakub ; Nowotarski, Jakub.
    In: HSC Research Reports.
    RePEc:wuu:wpaper:hsc1302.

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  61. Electricity Derivatives Pricing with Forward-Looking Information. (2013). Prokopczuk, Marcel ; Füss, Roland ; Mahringer, Steffen ; Fuss, Roland ; ROLAND FÜSS, .
    In: Working Papers on Finance.
    RePEc:usg:sfwpfi:2013:17.

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  62. Robust estimation and forecasting of the long-term seasonal component of electricity spot prices. (2013). Weron, Rafał ; Nowotarski, Jakub ; Tomczyk, Jakub .
    In: Energy Economics.
    RePEc:eee:eneeco:v:39:y:2013:i:c:p:13-27.

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  63. Robust estimation and forecasting of the long-term seasonal component of electricity spot prices. (2012). Weron, Rafał ; Tomczyk, Jakub ; Nowotarski, Jakub.
    In: MPRA Paper.
    RePEc:pra:mprapa:42563.

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