Forecasting electricity prices with expert, linear, and nonlinear models

Balancing Generation from Renewable Energy Sources: Profitability of an Energy Trader

(2020) Christopher Kath et al.   Energies

Forecasting the Intra-Day Spread Densities of Electricity Prices

(2020) Ekaterina Abramova et al.   Energies

Big data analytics for future electricity grids

(2020) Mladen Kezunovic et al.   ELECTRIC POWER SYSTEMS RESEARCH

Point and Interval Forecasting of Zonal Electricity Prices and Demand Using Heteroscedastic Models: The IPEX Case

(2020) Mauro Bernardi et al.   Energies

Towards Data Markets in Renewable Energy Forecasting

(2020) Carla Goncalves et al.   IEEE Transactions on Sustainable Energy

The RES-Induced Switching Effect Across Fossil Fuels: An Analysis of Day-Ahead and Balancing Prices

(2019) Angelica Gianfreda et al.   ENERGY JOURNAL

Recent advances in electricity price forecasting: A review of probabilistic forecasting

(2018) Jakub Nowotarski et al.   RENEWABLE & SUSTAINABLE ENERGY REVIEWS

A review of balancing costs in Italy before and after RES introduction

(2018) Angelica Gianfreda et al.   RENEWABLE & SUSTAINABLE ENERGY REVIEWS

A Stochastic Latent Moment Model for Electricity Price Formation

(2018) Angelica Gianfreda et al.   OPERATIONS RESEARCH

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

(2018) Derek W. Bunn et al.   Energies

Electricity price forecasting in the short term hybridising fundamental and econometric modelling

(2018) Rodrigo A. de Marcos et al.   ELECTRIC POWER SYSTEMS RESEARCH

On the impact of outlier filtering on the electricity price forecasting accuracy

(2018) Dmitriy O. Afanasyev et al.   APPLIED ENERGY

Electricity prices, large-scale renewable integration, and policy implications

(2017) Evangelos Kyritsis et al.   ENERGY POLICY

Market Design for Long-Distance Trade in Renewable Electricity

(2016) Richard Green et al.   ENERGY JOURNAL

Short- and Mid-Term Forecasting of Baseload Electricity Prices in the U.K.: The Impact of Intra-Day Price Relationships and Market Fundamentals

(2016) Katarzyna Maciejowska et al.   IEEE TRANSACTIONS ON POWER SYSTEMS

Forecasting Electricity Spot Prices Using Lasso: On Capturing the Autoregressive Intraday Structure

(2016) Florian Ziel   IEEE TRANSACTIONS ON POWER SYSTEMS

The impact of renewable energies on EEX day-ahead electricity prices

(2014) Florentina Paraschiv et al.   ENERGY POLICY

Real-Time Inflation Forecasting in a Changing World

(2012) Jan J. J. Groen et al.   JOURNAL OF BUSINESS & ECONOMIC STATISTICS

The Model Confidence Set

(2011)   ECONOMETRICA

The power of weather

(2010) Christian Huurman et al.   COMPUTATIONAL STATISTICS & DATA ANALYSIS

Comparing Density Forecasts Using Threshold- and Quantile-Weighted Scoring Rules

(2010) Tilmann Gneiting et al.   JOURNAL OF BUSINESS & ECONOMIC STATISTICS

Energy prices, volatility, and the stock market: Evidence from the Eurozone

(2009) Ulrich Oberndorfer   ENERGY POLICY